+22.5%
STM vs XME
+179.6%
-157.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | +5.2% | +3.6% | +1.6% | +2.6% |
| 30D | -7.4% | +3.6% | -11.0% | -9.8% |
| 3M | -30.6% | +1.2% | -31.9% | -31.0% |
| 6M | +66.4% | +9.0% | +57.3% | +58.0% |
| YTD | +101.1% | +15.9% | +85.2% | +82.2% |
| 1Y | +97.4% | +43.2% | +54.2% | +53.4% |
| 3Y | +21.1% | +137.4% | -116.2% | -32.8% |
| 5Y | +22.5% | +185.0% | -162.6% | -36.5% |
| All | +22.5% | +179.6% | -157.2% | -36.5% |
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