+102.9%
XLP vs XME
+401.9%
-299.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | +3.6% | -5.1% | -2.0% |
| 30D | -1.3% | +3.6% | -4.9% | -2.0% |
| 3M | +1.8% | +1.2% | +0.6% | +1.3% |
| 6M | -0.8% | +9.0% | -9.9% | -3.1% |
| YTD | +9.5% | +15.9% | -6.4% | +5.5% |
| 1Y | +7.2% | +43.2% | -36.0% | -1.3% |
| 3Y | +27.1% | +137.4% | -110.2% | +4.2% |
| 5Y | +32.0% | +185.0% | -153.0% | +1.8% |
| 10Y | +102.9% | +409.5% | -306.6% | +23.5% |
| All | +102.9% | +401.9% | -299.0% | +23.5% |
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