+125.0%
SU vs XME
+122.1%
+3.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +3.3% |
| 30D | +8.4% | -2.7% | +11.1% | +9.0% |
| 3M | +12.1% | -3.9% | +16.0% | +13.0% |
| 6M | +19.7% | -1.0% | +20.6% | +18.4% |
| YTD | +58.4% | +9.8% | +48.6% | +49.3% |
| 1Y | +67.2% | +32.5% | +34.7% | +43.0% |
| 3Y | +125.0% | +124.3% | +0.7% | +43.9% |
| All | +125.0% | +122.1% | +3.0% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling