+319.7%
SPY vs XME
+412.4%
-92.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | +1.4% | -2.8% | -2.0% |
| 3M | +3.7% | +2.7% | +1.0% | +2.1% |
| 6M | +13.0% | +6.5% | +6.5% | +9.2% |
| YTD | +12.4% | +15.2% | -2.8% | +4.8% |
| 1Y | +18.5% | +43.5% | -25.0% | +1.0% |
| 3Y | +77.6% | +135.9% | -58.2% | +23.0% |
| 5Y | +81.7% | +181.5% | -99.8% | +14.4% |
| 10Y | +319.7% | +436.9% | -117.2% | +87.2% |
| All | +319.7% | +412.4% | -92.7% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling