+366.1%
STM vs XME
+179.0%
+187.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.5% |
| 7D | -7.9% | -0.2% | -7.7% | -7.4% |
| 30D | -14.1% | -9.2% | -5.0% | -8.6% |
| 3M | -17.6% | -17.8% | +0.1% | -7.1% |
| 6M | -24.2% | -20.0% | -4.2% | -12.3% |
| YTD | +73.3% | -6.6% | +79.9% | +82.6% |
| 1Y | +90.1% | +1.8% | +88.3% | +90.4% |
| 3Y | +10.3% | +98.7% | -88.4% | -24.5% |
| 5Y | -5.7% | +123.9% | -129.6% | -41.1% |
| 10Y | +444.1% | +277.9% | +166.2% | +143.5% |
| All | +366.1% | +179.0% | +187.2% | +105.9% |
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