+302.6%
XME vs SFM
+117.5%
+185.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +2.3% |
| 7D | +3.6% | -5.8% | +9.4% | +4.6% |
| 30D | +3.6% | -11.4% | +15.0% | +5.7% |
| 3M | +1.2% | -12.2% | +13.4% | +3.0% |
| 6M | +9.0% | -5.2% | +14.2% | +8.4% |
| YTD | +15.9% | -4.5% | +20.4% | +14.6% |
| 1Y | +43.2% | -45.4% | +88.6% | +57.0% |
| 3Y | +137.4% | +91.1% | +46.3% | +96.4% |
| 5Y | +185.0% | +226.8% | -41.7% | +105.2% |
| 10Y | +409.5% | +291.9% | +117.6% | +229.1% |
| All | +302.6% | +117.5% | +185.2% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling