+9.1%
SPCH vs XME
+2.9%
+6.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.4% |
| 7D | +8.8% | -0.2% | +9.0% | +8.9% |
| 30D | +9.1% | +1.4% | +7.7% | +8.6% |
| All | +9.1% | +2.9% | +6.2% | +8.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling