+86.7%
SPYG vs XME
+162.6%
-75.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.9% | -4.2% | +3.3% | +0.7% |
| 30D | -1.5% | -2.7% | +1.2% | -0.7% |
| 3M | +3.7% | -3.9% | +7.7% | +4.8% |
| 6M | +16.4% | -1.0% | +17.4% | +15.6% |
| YTD | +13.3% | +9.8% | +3.5% | +7.2% |
| 1Y | +17.9% | +32.5% | -14.7% | +2.5% |
| 3Y | +98.3% | +124.3% | -26.0% | +35.7% |
| All | +86.7% | +162.6% | -75.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling