-61.4%
XE vs SM
+13.4%
-74.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.2% | +4.4% |
| 7D | +25.1% | +10.6% | +14.5% | +28.9% |
| 30D | -11.5% | -15.0% | +3.5% | -16.6% |
| 3M | -44.7% | +1.7% | -46.3% | -41.9% |
| 6M | -64.5% | +5.9% | -70.4% | -59.6% |
| All | -61.4% | +13.4% | -74.8% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling