+259.3%
XME vs SFM
+137.0%
+122.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.3% |
| 7D | +5.3% | -0.4% | +5.8% | +5.4% |
| 30D | -8.2% | -19.2% | +11.0% | -5.9% |
| 3M | -18.4% | -40.3% | +21.9% | -12.3% |
| 6M | -22.8% | -40.9% | +18.0% | -17.4% |
| YTD | -7.9% | -35.5% | +27.6% | -3.9% |
| 1Y | -0.9% | -37.4% | +36.6% | +4.0% |
| 3Y | +96.0% | +25.5% | +70.5% | +72.7% |
| 5Y | +110.3% | +113.0% | -2.7% | +62.1% |
| All | +259.3% | +137.0% | +122.3% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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