+672.7%
XLI vs XME
+246.2%
+426.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +1.0% | +3.6% | -2.6% | -0.5% |
| 30D | -5.8% | +3.6% | -9.4% | -7.3% |
| 3M | +0.7% | +1.2% | -0.5% | -0.4% |
| 6M | +3.2% | +9.0% | -5.9% | -1.5% |
| YTD | +13.0% | +15.9% | -2.9% | +4.6% |
| 1Y | +16.8% | +43.2% | -26.4% | -1.6% |
| 3Y | +72.4% | +137.4% | -65.0% | +16.3% |
| 5Y | +82.8% | +185.0% | -102.3% | +10.9% |
| 10Y | +252.4% | +409.5% | -157.0% | +59.1% |
| All | +672.7% | +246.2% | +426.5% | +233.0% |
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