+5.2%
SSPC vs XME
-22.4%
+27.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +6.3% |
| 7D | +11.8% | -5.5% | +17.2% | +3.5% |
| 30D | +44.7% | -11.1% | +55.9% | +25.4% |
| 3M | -40.7% | -11.1% | -29.6% | -45.4% |
| All | +5.2% | -22.4% | +27.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling