+407.7%
XME vs SFM
+268.6%
+139.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | -3.0% | -8.8% | +5.7% | -1.6% |
| 30D | -2.6% | -14.5% | +11.9% | -0.3% |
| 3M | +2.2% | -16.8% | +19.0% | +4.7% |
| 6M | +0.7% | -5.3% | +6.0% | +0.1% |
| YTD | +10.9% | -9.4% | +20.3% | +10.7% |
| 1Y | +35.7% | -46.2% | +81.9% | +48.5% |
| 3Y | +127.1% | +81.3% | +45.9% | +91.2% |
| 5Y | +168.5% | +211.9% | -43.4% | +97.9% |
| All | +407.7% | +268.6% | +139.1% | +232.9% |
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