+422.5%
STM vs XME
+294.4%
+128.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +2.9% |
| 7D | -5.6% | +0.9% | -6.5% | -5.8% |
| 30D | -14.4% | -7.3% | -7.1% | -9.1% |
| 3M | -20.5% | -14.8% | -5.7% | -10.7% |
| 6M | -24.5% | -18.4% | -6.1% | -11.8% |
| YTD | +72.7% | -4.7% | +77.4% | +80.4% |
| 1Y | +91.0% | +5.7% | +85.3% | +85.7% |
| 3Y | +13.5% | +104.0% | -90.4% | -29.7% |
| 5Y | -9.2% | +122.4% | -131.6% | -48.7% |
| 10Y | +422.5% | +285.4% | +137.2% | +81.3% |
| All | +422.5% | +294.4% | +128.2% | +81.3% |
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