+254.8%
SPOT vs XME
+296.4%
-41.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.9% |
| 7D | -2.9% | +3.6% | -6.5% | -4.1% |
| 30D | +8.3% | +3.6% | +4.7% | +6.6% |
| 3M | +5.1% | +1.2% | +3.9% | +3.7% |
| 6M | -6.5% | +9.0% | -15.5% | -10.8% |
| YTD | -9.0% | +15.9% | -24.9% | -16.0% |
| 1Y | -26.4% | +43.2% | -69.6% | -38.3% |
| 3Y | +240.0% | +137.4% | +102.7% | +128.3% |
| 5Y | +111.7% | +185.0% | -73.3% | +31.1% |
| All | +254.8% | +296.4% | -41.6% | +97.1% |
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