+136.8%
XLP vs XME
+277.3%
-140.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +8.3% | -7.3% | +15.6% | +9.4% |
| 3M | +8.7% | -17.4% | +26.1% | +11.7% |
| 6M | +11.2% | -21.8% | +33.0% | +14.8% |
| YTD | +20.0% | -6.0% | +26.0% | +19.2% |
| 1Y | +21.3% | +3.8% | +17.6% | +18.1% |
| 3Y | +43.8% | +100.0% | -56.2% | +20.4% |
| 5Y | +43.3% | +116.1% | -72.7% | +15.6% |
| 10Y | +136.8% | +280.6% | -143.8% | +50.1% |
| All | +136.8% | +277.3% | -140.6% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling