+364.5%
STM vs XME
+184.7%
+179.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +3.6% |
| 7D | -5.6% | +0.9% | -6.5% | -5.7% |
| 30D | -14.4% | -7.3% | -7.1% | -9.9% |
| 3M | -20.5% | -14.8% | -5.7% | -12.2% |
| 6M | -24.5% | -18.4% | -6.1% | -13.6% |
| YTD | +72.7% | -4.7% | +77.4% | +79.9% |
| 1Y | +91.0% | +5.7% | +85.3% | +87.3% |
| 3Y | +13.5% | +104.0% | -90.4% | -23.5% |
| 5Y | -9.2% | +122.4% | -131.6% | -43.0% |
| 10Y | +422.5% | +285.4% | +137.2% | +131.3% |
| All | +364.5% | +184.7% | +179.8% | +102.8% |
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