+501.4%
XLP vs XME
+242.3%
+259.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | +6.0% | -6.9% | -1.9% |
| 3M | +3.8% | -7.7% | +11.5% | +4.7% |
| 6M | -1.7% | +1.0% | -2.7% | -2.7% |
| YTD | +10.3% | +14.6% | -4.4% | +6.5% |
| 1Y | +7.8% | +46.0% | -38.2% | -0.5% |
| 3Y | +27.2% | +127.0% | -99.8% | +7.2% |
| 5Y | +32.5% | +175.8% | -143.3% | +6.1% |
| 10Y | +101.8% | +414.6% | -312.8% | +38.1% |
| All | +501.4% | +242.3% | +259.1% | +285.0% |
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