+82.6%
SPYM vs XME
+167.8%
-85.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.6% |
| 7D | -2.0% | -3.0% | +1.1% | -1.0% |
| 30D | -1.6% | -2.6% | +1.0% | -1.0% |
| 3M | +4.7% | +2.2% | +2.6% | +3.5% |
| 6M | +12.6% | +0.7% | +11.9% | +11.1% |
| YTD | +11.8% | +10.9% | +0.9% | +5.8% |
| 1Y | +17.5% | +35.7% | -18.2% | +2.6% |
| 3Y | +77.0% | +127.1% | -50.2% | +24.7% |
| 5Y | +82.6% | +168.5% | -85.9% | +20.2% |
| All | +82.6% | +167.8% | -85.2% | +20.2% |
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