+316.9%
SPYM vs XME
+421.4%
-104.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -1.0% | -4.2% | +3.2% | +0.4% |
| 30D | -1.3% | -2.7% | +1.4% | -0.6% |
| 3M | +3.6% | -3.9% | +7.5% | +4.5% |
| 6M | +13.3% | -1.0% | +14.3% | +12.3% |
| YTD | +12.4% | +9.8% | +2.6% | +6.5% |
| 1Y | +17.3% | +32.5% | -15.3% | +2.8% |
| 3Y | +76.8% | +124.3% | -47.6% | +24.4% |
| 5Y | +83.6% | +165.8% | -82.2% | +17.7% |
| All | +316.9% | +421.4% | -104.4% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling