+722.5%
SW vs XME
+29.3%
+693.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.3% |
| 7D | +2.3% | -4.5% | +6.8% | +2.8% |
| 30D | +6.8% | -10.9% | +17.6% | +8.0% |
| 3M | -5.2% | -15.3% | +10.1% | -3.6% |
| 6M | +7.4% | -24.6% | +32.0% | +10.5% |
| YTD | +17.4% | -9.6% | +27.0% | +18.5% |
| 1Y | +27.1% | +2.9% | +24.2% | +26.7% |
| 3Y | +47.9% | +86.9% | -39.0% | +40.1% |
| 5Y | -2.6% | +115.2% | -117.7% | -8.8% |
| 10Y | +182.7% | +305.7% | -123.0% | +151.8% |
| All | +722.5% | +29.3% | +693.2% | +655.0% |
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