-65.6%
XE vs SM
+7.4%
-73.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -15.3% | +6.8% | -13.6% |
| 7D | -12.9% | -21.5% | +8.6% | -20.5% |
| 30D | -30.3% | -11.4% | -18.9% | -32.1% |
| 3M | -45.9% | +0.6% | -46.5% | -42.0% |
| 6M | -66.2% | +0.2% | -66.5% | -61.8% |
| All | -65.6% | +7.4% | -73.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling