+3,621.5%
STX vs XME
+412.4%
+3,209.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +9.6% | -0.2% | +9.8% | +9.8% |
| 30D | +10.6% | +1.4% | +9.2% | +9.6% |
| 3M | +4.8% | +2.7% | +2.1% | +3.2% |
| 6M | +137.3% | +6.5% | +130.7% | +129.6% |
| YTD | +222.5% | +15.2% | +207.3% | +199.8% |
| 1Y | +366.2% | +43.5% | +322.7% | +284.1% |
| 3Y | +1,352.9% | +135.9% | +1,217.0% | +811.5% |
| 5Y | +1,077.4% | +181.5% | +896.0% | +561.6% |
| 10Y | +3,621.5% | +436.9% | +3,184.6% | +1,344.5% |
| All | +3,621.5% | +412.4% | +3,209.1% | +1,344.5% |
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 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