+1,177.3%
SPYG vs XME
+246.2%
+931.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +1.2% | +3.6% | -2.4% | -0.1% |
| 30D | -1.6% | +3.6% | -5.2% | -2.9% |
| 3M | +3.4% | +1.2% | +2.1% | +2.5% |
| 6M | +18.9% | +9.0% | +9.8% | +14.3% |
| YTD | +13.8% | +15.9% | -2.1% | +6.4% |
| 1Y | +20.6% | +43.2% | -22.6% | +4.0% |
| 3Y | +100.5% | +137.4% | -36.9% | +42.7% |
| 5Y | +84.6% | +185.0% | -100.4% | +20.5% |
| 10Y | +410.8% | +409.5% | +1.3% | +153.0% |
| All | +1,177.3% | +246.2% | +931.1% | +485.5% |
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