+812.1%
SPYM vs XME
+242.3%
+569.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | +6.0% | -5.9% | -1.9% |
| 3M | +2.0% | -7.7% | +9.8% | +4.1% |
| 6M | +13.1% | +1.0% | +12.1% | +11.6% |
| YTD | +13.6% | +14.6% | -1.0% | +7.2% |
| 1Y | +20.1% | +46.0% | -25.9% | +4.2% |
| 3Y | +77.6% | +127.0% | -49.5% | +32.1% |
| 5Y | +82.5% | +175.8% | -93.3% | +25.1% |
| 10Y | +317.6% | +414.6% | -97.0% | +122.7% |
| All | +812.1% | +242.3% | +569.8% | +355.7% |
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 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