+223.5%
SU vs XME
+244.0%
-20.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +10.7% | +1.4% | +9.3% | +9.0% |
| 3M | +13.5% | +2.7% | +10.8% | +8.9% |
| 6M | +21.8% | +6.5% | +15.3% | +11.2% |
| YTD | +58.8% | +15.2% | +43.7% | +35.2% |
| 1Y | +72.0% | +43.5% | +28.5% | +22.5% |
| 3Y | +121.7% | +135.9% | -14.2% | +5.9% |
| 5Y | +350.4% | +181.5% | +169.0% | +82.3% |
| 10Y | +264.7% | +436.9% | -172.2% | -14.2% |
| All | +223.5% | +244.0% | -20.5% | -12.8% |
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 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