+233.5%
SPOT vs XME
+122.1%
+111.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.1% | -4.2% | +1.1% | -2.1% |
| 30D | +7.4% | -2.7% | +10.1% | +7.8% |
| 3M | +8.2% | -3.9% | +12.1% | +9.0% |
| 6M | +2.2% | -1.0% | +3.2% | +1.4% |
| YTD | -9.5% | +9.8% | -19.3% | -14.1% |
| 1Y | -23.8% | +32.5% | -56.4% | -33.9% |
| 3Y | +233.5% | +124.3% | +109.1% | +122.7% |
| All | +233.5% | +122.1% | +111.4% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling