+237.8%
XME vs SM
+21.0%
+216.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +6.0% | +26.3% | -20.3% | -1.2% |
| 3M | -7.7% | +8.7% | -16.4% | -11.3% |
| 6M | +1.0% | +51.7% | -50.7% | -13.9% |
| YTD | +14.6% | +99.0% | -84.4% | -10.4% |
| 1Y | +46.0% | +34.6% | +11.4% | +26.7% |
| 3Y | +127.0% | -7.8% | +134.8% | +111.0% |
| 5Y | +175.8% | +104.8% | +71.0% | +90.9% |
| 10Y | +414.6% | +7.2% | +407.4% | +136.8% |
| All | +237.8% | +21.0% | +216.7% | -30.7% |
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