+487.4%
STX vs XME
+121.9%
+365.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.5% | +4.3% | +6.2% |
| 7D | -14.8% | +0.9% | -15.7% | -14.8% |
| 30D | -35.4% | -7.3% | -28.1% | -31.6% |
| 3M | -37.7% | -14.8% | -22.9% | -30.9% |
| 6M | -35.2% | -18.4% | -16.8% | -26.2% |
| YTD | +84.4% | -4.7% | +89.1% | +91.8% |
| 1Y | +82.3% | +5.7% | +76.5% | +78.9% |
| 3Y | +646.2% | +104.0% | +542.3% | +388.2% |
| 5Y | +487.4% | +122.4% | +365.0% | +258.7% |
| All | +487.4% | +121.9% | +365.5% | +258.7% |
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