+91.0%
SPYG vs XME
+93.2%
-2.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -6.5% | -6.1% | -0.3% | -4.4% |
| 3M | -6.8% | -18.6% | +11.8% | -0.1% |
| 6M | -3.1% | -23.9% | +20.8% | +5.8% |
| YTD | +8.0% | -9.3% | +17.4% | +9.2% |
| 1Y | +10.2% | +1.8% | +8.5% | +6.2% |
| 3Y | +91.0% | +93.0% | -2.0% | +39.9% |
| All | +91.0% | +93.2% | -2.2% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling