+783.8%
SPY vs XME
+180.8%
+603.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.5% |
| 30D | -2.4% | -7.3% | +4.9% | +0.1% |
| 3M | -1.2% | -17.4% | +16.3% | +5.3% |
| 6M | +3.3% | -21.8% | +25.1% | +11.4% |
| YTD | +12.3% | -6.0% | +18.3% | +12.3% |
| 1Y | +12.4% | +3.8% | +8.7% | +8.3% |
| 3Y | +78.8% | +100.0% | -21.2% | +32.8% |
| 5Y | +75.2% | +116.1% | -40.9% | +23.3% |
| 10Y | +311.1% | +280.6% | +30.5% | +119.1% |
| All | +783.8% | +180.8% | +603.0% | +322.1% |
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