-63.2%
SPCH vs XME
-22.4%
-40.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -6.1% |
| 7D | -13.4% | -5.5% | -7.9% | -5.5% |
| 30D | -39.6% | -11.1% | -28.5% | -27.6% |
| 3M | -1.4% | -11.1% | +9.7% | +14.7% |
| All | -63.2% | -22.4% | -40.8% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling