+253.6%
XME vs SM
+18.0%
+235.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.3% | +9.4% | -9.1% | -1.5% |
| 30D | -6.1% | -14.4% | +8.2% | -3.9% |
| 3M | -18.6% | +1.6% | -20.2% | -19.6% |
| 6M | -23.9% | +6.3% | -30.2% | -26.4% |
| YTD | -9.3% | +78.8% | -88.1% | -21.9% |
| 1Y | +1.8% | +83.1% | -81.4% | -12.9% |
| 3Y | +93.0% | -5.9% | +98.9% | +83.2% |
| 5Y | +107.0% | +4.8% | +102.2% | +87.5% |
| All | +253.6% | +18.0% | +235.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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