+102.4%
STX vs XME
-2.0%
+104.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.7% |
| 7D | +14.6% | +0.3% | +14.3% | +14.6% |
| 30D | -26.0% | -6.1% | -19.8% | -21.0% |
| 3M | -42.6% | -18.6% | -24.0% | -31.6% |
| 6M | -35.3% | -23.9% | -11.4% | -19.3% |
| YTD | +92.5% | -9.3% | +101.8% | +96.1% |
| 1Y | +102.4% | +1.8% | +100.6% | +85.0% |
| All | +102.4% | -2.0% | +104.4% | +85.0% |
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