+4,829.5%
STX vs XME
+179.0%
+4,650.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.2% |
| 7D | -17.3% | -0.2% | -17.1% | -16.8% |
| 30D | -35.9% | -9.2% | -26.8% | -32.1% |
| 3M | -37.3% | -17.8% | -19.6% | -30.2% |
| 6M | -35.8% | -20.0% | -15.8% | -27.2% |
| YTD | +82.7% | -6.6% | +89.3% | +91.4% |
| 1Y | +71.6% | +1.8% | +69.9% | +72.2% |
| 3Y | +635.3% | +98.7% | +536.5% | +414.1% |
| 5Y | +483.8% | +123.9% | +359.9% | +275.5% |
| 10Y | +1,967.8% | +277.9% | +1,689.9% | +843.6% |
| All | +4,829.5% | +179.0% | +4,650.6% | +1,908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling