+355.0%
SE vs XHB
+173.8%
+181.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -7.7% | -4.1% | -3.6% | -4.8% |
| 30D | -22.8% | +9.6% | -32.5% | -28.1% |
| 3M | -43.7% | -6.0% | -37.7% | -41.5% |
| 6M | -12.8% | +2.2% | -15.0% | -15.8% |
| YTD | -42.0% | +1.1% | -43.1% | -44.2% |
| 1Y | -48.0% | -1.7% | -46.3% | -49.1% |
| 3Y | +62.7% | +36.5% | +26.2% | +11.7% |
| 5Y | -77.8% | +33.5% | -111.3% | -84.4% |
| All | +355.0% | +173.8% | +181.2% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling