+318.0%
SPYM vs XME
+421.4%
-103.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.8% | -4.2% | +3.4% | +0.7% |
| 30D | -1.1% | -2.7% | +1.6% | -0.3% |
| 3M | +3.9% | -3.9% | +7.8% | +4.8% |
| 6M | +13.6% | -1.0% | +14.6% | +12.6% |
| YTD | +12.7% | +9.8% | +2.9% | +6.8% |
| 1Y | +17.6% | +32.5% | -15.0% | +3.0% |
| 3Y | +77.2% | +124.3% | -47.1% | +24.7% |
| 5Y | +84.1% | +165.8% | -81.7% | +18.1% |
| All | +318.0% | +421.4% | -103.3% | +89.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling