+171.4%
XME vs SM
+8.8%
+162.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -3.5% |
| 7D | +5.3% | +10.6% | -5.3% | +2.2% |
| 30D | -8.2% | -15.0% | +6.8% | -4.7% |
| 3M | -18.4% | +1.7% | -20.1% | -20.0% |
| 6M | -22.8% | +5.9% | -28.7% | -26.7% |
| YTD | -7.9% | +79.0% | -86.9% | -26.8% |
| 1Y | -0.9% | +84.7% | -85.5% | -22.1% |
| 3Y | +96.0% | -3.5% | +99.4% | +77.8% |
| 5Y | +110.3% | +4.9% | +105.4% | +76.0% |
| 10Y | +272.8% | +17.7% | +255.2% | +61.2% |
| All | +171.4% | +8.8% | +162.6% | -43.4% |
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