+259.3%
XME vs SAN
+267.7%
-8.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.7% |
| 7D | +5.3% | +1.0% | +4.3% | +4.8% |
| 30D | -8.2% | -9.4% | +1.2% | -4.1% |
| 3M | -18.4% | -17.1% | -1.3% | -11.1% |
| 6M | -22.8% | +2.2% | -25.0% | -24.1% |
| YTD | -7.9% | +6.0% | -13.9% | -12.1% |
| 1Y | -0.9% | +12.7% | -13.6% | -8.2% |
| 3Y | +96.0% | +242.1% | -146.2% | +1.6% |
| 5Y | +110.3% | +293.6% | -183.3% | -2.9% |
| All | +259.3% | +267.7% | -8.4% | +62.5% |
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