-48.8%
SE vs XHB
+5.8%
-54.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.4% | -1.0% | +2.8% |
| 7D | +6.7% | +9.7% | -3.1% | +3.8% |
| 30D | -17.2% | +11.7% | -28.9% | -19.9% |
| 3M | -28.0% | -1.4% | -26.7% | -27.7% |
| 6M | -6.1% | +6.8% | -12.9% | -8.2% |
| YTD | -37.1% | +5.5% | -42.6% | -37.8% |
| 1Y | -48.8% | +5.1% | -53.9% | -49.1% |
| All | -48.8% | +5.8% | -54.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling