+98.7%
XME vs SFM
+19.7%
+79.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -0.2% | -6.9% | +6.7% | +0.3% |
| 30D | -9.2% | -25.0% | +15.8% | -7.7% |
| 3M | -17.8% | -42.7% | +25.0% | -14.7% |
| 6M | -20.0% | -41.0% | +21.0% | -17.6% |
| YTD | -6.6% | -38.7% | +32.1% | -4.7% |
| 1Y | +1.8% | -38.1% | +39.9% | +3.6% |
| 3Y | +98.7% | +19.3% | +79.4% | +86.2% |
| All | +98.7% | +19.7% | +79.0% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling