+110.6%
SPOT vs XME
+167.8%
-57.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.1% |
| 7D | -6.9% | -3.0% | -3.8% | -5.8% |
| 30D | +4.1% | -2.6% | +6.7% | +4.8% |
| 3M | +3.7% | +2.2% | +1.6% | +1.9% |
| 6M | -1.6% | +0.7% | -2.3% | -3.6% |
| YTD | -10.2% | +10.9% | -21.1% | -16.7% |
| 1Y | -25.9% | +35.7% | -61.6% | -38.4% |
| 3Y | +235.6% | +127.1% | +108.5% | +109.1% |
| 5Y | +110.6% | +168.5% | -57.9% | +14.8% |
| All | +110.6% | +167.8% | -57.2% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling