+755.0%
SW vs XME
+64.0%
+691.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | +6.0% | -10.6% | -5.2% |
| 3M | +9.4% | -7.7% | +17.1% | +10.2% |
| 6M | +3.5% | +1.0% | +2.6% | +3.3% |
| YTD | +22.0% | +14.6% | +7.4% | +20.2% |
| 1Y | +2.2% | +46.0% | -43.7% | -1.7% |
| 3Y | +19.6% | +127.0% | -107.4% | +10.8% |
| 5Y | -2.3% | +175.8% | -178.1% | -10.9% |
| 10Y | +181.4% | +414.6% | -233.3% | +144.6% |
| All | +755.0% | +64.0% | +691.0% | +665.9% |
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