+123.8%
STX vs XME
+5.2%
+118.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.3% |
| 7D | -20.2% | -5.5% | -14.7% | -16.2% |
| 30D | -37.2% | -11.1% | -26.1% | -30.6% |
| 3M | -34.1% | -11.1% | -22.9% | -28.2% |
| 6M | -24.5% | -18.0% | -6.5% | -11.8% |
| YTD | +102.9% | -7.4% | +110.3% | +100.8% |
| 1Y | +123.8% | +6.7% | +117.1% | +89.6% |
| All | +123.8% | +5.2% | +118.6% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling