+180.9%
XME vs SM
-3.3%
+184.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.3% |
| 7D | +0.9% | -22.3% | +23.2% | +8.0% |
| 30D | -7.3% | -21.4% | +14.0% | -1.5% |
| 3M | -14.8% | +1.4% | -16.1% | -16.5% |
| 6M | -18.4% | +0.1% | -18.5% | -21.1% |
| YTD | -4.7% | +59.0% | -63.6% | -21.5% |
| 1Y | +5.7% | +64.3% | -58.6% | -14.2% |
| 3Y | +104.0% | -13.1% | +117.1% | +91.0% |
| 5Y | +122.4% | -13.9% | +136.3% | +97.2% |
| 10Y | +285.4% | +1.7% | +283.7% | +74.8% |
| All | +180.9% | -3.3% | +184.2% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling