+407.7%
XME vs SAN
+347.0%
+60.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -3.0% | -2.8% | -0.3% | -1.7% |
| 30D | -2.6% | -0.5% | -2.1% | -2.4% |
| 3M | +2.2% | +22.7% | -20.6% | -7.6% |
| 6M | +0.7% | +28.8% | -28.1% | -11.2% |
| YTD | +10.9% | +26.3% | -15.3% | -2.2% |
| 1Y | +35.7% | +48.8% | -13.1% | +10.4% |
| 3Y | +127.1% | +347.2% | -220.1% | +3.8% |
| 5Y | +168.5% | +383.8% | -215.3% | +12.5% |
| All | +407.7% | +347.0% | +60.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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