+126.6%
XME vs SPXS
-79.1%
+205.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -2.9% |
| 7D | -3.0% | +6.4% | -9.4% | -0.4% |
| 30D | -2.6% | +6.0% | -8.6% | +0.1% |
| 3M | +2.2% | -11.6% | +13.8% | -1.8% |
| 6M | +0.7% | -28.7% | +29.4% | -9.3% |
| YTD | +10.9% | -26.3% | +37.2% | +2.0% |
| 1Y | +35.7% | -34.9% | +70.6% | +20.5% |
| All | +126.6% | -79.1% | +205.7% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling