+653.8%
XME vs SPXS
-100.0%
+753.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.8% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +6.0% | +0.8% | +5.2% | +6.7% |
| 3M | -7.7% | -4.7% | -3.0% | -8.2% |
| 6M | +1.0% | -29.6% | +30.6% | -11.1% |
| YTD | +14.6% | -29.8% | +44.4% | +1.6% |
| 1Y | +46.0% | -38.9% | +84.9% | +23.1% |
| 3Y | +127.0% | -79.6% | +206.6% | +32.1% |
| 5Y | +175.8% | -85.9% | +261.7% | +66.5% |
| 10Y | +414.6% | -99.5% | +514.2% | -6.4% |
| All | +653.8% | -100.0% | +753.8% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling