+139.5%
XLP vs XME
+260.6%
-121.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +7.3% | -6.1% | +13.4% | +8.2% |
| 3M | +8.1% | -18.6% | +26.7% | +11.3% |
| 6M | +10.5% | -23.9% | +34.4% | +14.5% |
| YTD | +21.2% | -9.3% | +30.5% | +21.0% |
| 1Y | +22.7% | +1.8% | +21.0% | +19.8% |
| 3Y | +44.8% | +93.0% | -48.2% | +21.8% |
| 5Y | +44.7% | +107.0% | -62.3% | +17.5% |
| All | +139.5% | +260.6% | -121.1% | +52.5% |
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