+126.6%
XME vs SPY
+75.5%
+51.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.0% |
| 7D | -3.0% | -2.0% | -1.1% | -0.6% |
| 30D | -2.6% | -1.7% | -0.9% | -0.5% |
| 3M | +2.2% | +4.7% | -2.6% | -3.2% |
| 6M | +0.7% | +12.5% | -11.8% | -11.7% |
| YTD | +10.9% | +11.7% | -0.8% | -1.7% |
| 1Y | +35.7% | +17.5% | +18.2% | +14.1% |
| All | +126.6% | +75.5% | +51.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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