+237.8%
XME vs SAN
+238.2%
-0.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -0.1% | +1.8% | -1.9% | -1.1% |
| 30D | +6.0% | +2.0% | +4.0% | +4.8% |
| 3M | -7.7% | +19.7% | -27.5% | -16.6% |
| 6M | +1.0% | +30.6% | -29.7% | -13.3% |
| YTD | +14.6% | +28.8% | -14.2% | -2.0% |
| 1Y | +46.0% | +57.8% | -11.8% | +11.4% |
| 3Y | +127.0% | +338.1% | -211.1% | -6.0% |
| 5Y | +175.8% | +384.2% | -208.4% | +2.3% |
| 10Y | +414.6% | +353.1% | +61.5% | +78.5% |
| All | +237.8% | +238.2% | -0.5% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling