+657.6%
STM vs XME
+401.9%
+255.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | +5.2% | +3.6% | +1.6% | +2.7% |
| 30D | -7.4% | +3.6% | -11.0% | -9.7% |
| 3M | -30.6% | +1.2% | -31.9% | -30.9% |
| 6M | +66.4% | +9.0% | +57.3% | +58.4% |
| YTD | +101.1% | +15.9% | +85.2% | +82.7% |
| 1Y | +97.4% | +43.2% | +54.2% | +54.2% |
| 3Y | +21.1% | +137.4% | -116.2% | -32.3% |
| 5Y | +22.5% | +185.0% | -162.6% | -41.3% |
| 10Y | +657.6% | +409.5% | +248.1% | +135.7% |
| All | +657.6% | +401.9% | +255.7% | +135.7% |
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 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