+92.7%
STX vs XME
+2.7%
+90.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.3% | +9.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.5% |
| 30D | -26.8% | -7.3% | -19.5% | -21.2% |
| 3M | -32.7% | -17.4% | -15.3% | -20.9% |
| 6M | -33.7% | -21.8% | -11.9% | -19.3% |
| YTD | +101.0% | -6.0% | +107.0% | +97.7% |
| 1Y | +92.7% | +3.8% | +88.9% | +73.1% |
| All | +92.7% | +2.7% | +90.0% | +73.1% |
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