+568.5%
SO vs XME
+242.3%
+326.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -4.6% | +6.0% | -10.6% | -5.4% |
| 3M | -3.0% | -7.7% | +4.7% | -2.3% |
| 6M | -8.3% | +1.0% | -9.2% | -9.0% |
| YTD | +3.5% | +14.6% | -11.1% | +0.7% |
| 1Y | -0.9% | +46.0% | -46.9% | -7.2% |
| 3Y | +45.4% | +127.0% | -81.7% | +26.4% |
| 5Y | +59.6% | +175.8% | -116.2% | +32.9% |
| 10Y | +156.6% | +414.6% | -258.0% | +86.0% |
| All | +568.5% | +242.3% | +326.2% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling