+228.8%
XLF vs XME
+246.2%
-17.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +0.2% | +3.6% | -3.4% | -1.5% |
| 30D | -0.5% | +3.6% | -4.2% | -2.5% |
| 3M | +10.6% | +1.2% | +9.4% | +8.8% |
| 6M | +14.3% | +9.0% | +5.2% | +7.2% |
| YTD | +5.5% | +15.9% | -10.4% | -4.9% |
| 1Y | +9.6% | +43.2% | -33.6% | -11.9% |
| 3Y | +75.2% | +137.4% | -62.2% | +6.8% |
| 5Y | +65.5% | +185.0% | -119.5% | -11.9% |
| 10Y | +246.4% | +409.5% | -163.0% | +27.4% |
| All | +228.8% | +246.2% | -17.3% | +14.3% |
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 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