+1,144.9%
STX vs XME
+179.6%
+965.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +5.8% |
| 7D | +10.7% | +3.6% | +7.1% | +8.3% |
| 30D | +11.3% | +3.6% | +7.6% | +8.6% |
| 3M | +3.2% | +1.2% | +2.0% | +2.2% |
| 6M | +157.0% | +9.0% | +147.9% | +143.7% |
| YTD | +229.2% | +15.9% | +213.3% | +201.5% |
| 1Y | +381.8% | +43.2% | +338.7% | +287.8% |
| 3Y | +1,383.2% | +137.4% | +1,245.8% | +776.1% |
| 5Y | +1,144.9% | +185.0% | +959.8% | +547.8% |
| All | +1,144.9% | +179.6% | +965.2% | +547.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling