+185.4%
SW vs XME
+287.2%
-101.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -0.2% |
| 7D | +4.7% | -10.5% | +15.2% | +7.3% |
| 30D | +5.0% | -16.5% | +21.5% | +9.3% |
| 3M | -7.3% | -19.2% | +11.8% | -2.9% |
| 6M | +15.0% | -23.8% | +38.8% | +22.1% |
| YTD | +18.5% | -12.6% | +31.1% | +21.5% |
| 1Y | +27.1% | -0.1% | +27.3% | +26.5% |
| 3Y | +49.3% | +79.3% | -29.9% | +31.9% |
| 5Y | -1.6% | +108.2% | -109.8% | -16.0% |
| All | +185.4% | +287.2% | -101.8% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling