+402.6%
XME vs SPXS
-99.6%
+502.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -2.0% |
| 7D | -4.2% | +2.5% | -6.7% | -3.2% |
| 30D | -2.7% | +4.2% | -6.9% | -0.9% |
| 3M | -3.9% | -9.3% | +5.4% | -6.6% |
| 6M | -1.0% | -30.7% | +29.7% | -11.5% |
| YTD | +9.8% | -28.1% | +37.9% | +0.3% |
| 1Y | +32.5% | -35.1% | +67.6% | +17.9% |
| 3Y | +124.3% | -79.6% | +203.9% | +44.1% |
| 5Y | +165.8% | -86.3% | +252.1% | +75.3% |
| All | +402.6% | -99.6% | +502.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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