+311.1%
SPOT vs XME
+210.0%
+101.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +16.9% | -6.1% | +23.1% | +18.7% |
| 3M | +23.0% | -18.6% | +41.6% | +30.4% |
| 6M | +42.2% | -23.9% | +66.1% | +53.0% |
| YTD | +5.5% | -9.3% | +14.8% | +4.9% |
| 1Y | -5.1% | +1.8% | -6.8% | -10.0% |
| 3Y | +257.9% | +93.0% | +164.9% | +155.4% |
| 5Y | +118.4% | +107.0% | +11.4% | +49.9% |
| All | +311.1% | +210.0% | +101.2% | +146.4% |
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