+185.0%
XME vs SM
+111.2%
+73.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.2% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +3.6% | +31.5% | -27.9% | -3.8% |
| 3M | +1.2% | +17.3% | -16.1% | -4.3% |
| 6M | +9.0% | +48.5% | -39.5% | -5.9% |
| YTD | +15.9% | +106.3% | -90.3% | -10.6% |
| 1Y | +43.2% | +47.3% | -4.1% | +21.8% |
| 3Y | +137.4% | -1.4% | +138.8% | +119.1% |
| 5Y | +185.0% | +114.0% | +71.0% | +90.1% |
| All | +185.0% | +111.2% | +73.8% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling