+777.5%
SPY vs XME
+170.7%
+606.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | -2.0% | -6.1% | +4.1% | +0.1% |
| 3M | -2.8% | -18.6% | +15.8% | +4.1% |
| 6M | +2.1% | -23.9% | +26.0% | +11.2% |
| YTD | +11.5% | -9.3% | +20.8% | +12.9% |
| 1Y | +13.5% | +1.8% | +11.7% | +10.0% |
| 3Y | +77.7% | +93.0% | -15.3% | +33.6% |
| 5Y | +72.6% | +107.0% | -34.4% | +23.4% |
| 10Y | +308.2% | +266.9% | +41.2% | +120.4% |
| All | +777.5% | +170.7% | +606.8% | +324.5% |
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