+553.1%
XLP vs XME
+161.1%
+392.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.2% |
| 7D | +3.5% | -10.5% | +14.0% | +5.3% |
| 30D | +11.6% | -16.5% | +28.0% | +14.7% |
| 3M | +7.6% | -19.2% | +26.8% | +11.0% |
| 6M | +10.0% | -23.8% | +33.9% | +14.0% |
| YTD | +19.7% | -12.6% | +32.3% | +20.6% |
| 1Y | +23.5% | -0.1% | +23.6% | +21.4% |
| 3Y | +44.0% | +79.3% | -35.3% | +25.8% |
| 5Y | +42.7% | +108.2% | -65.5% | +19.4% |
| 10Y | +131.3% | +292.6% | -161.2% | +65.3% |
| All | +553.1% | +161.1% | +392.0% | +335.9% |
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