+568.6%
SE vs XHB
+162.1%
+406.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.0% |
| 7D | -3.6% | -1.9% | -1.7% | -2.3% |
| 30D | -5.3% | -8.3% | +3.0% | +1.1% |
| 3M | +28.1% | -7.1% | +35.2% | +34.1% |
| 6M | +20.7% | -5.3% | +25.9% | +23.6% |
| YTD | -14.8% | -3.2% | -11.6% | -14.8% |
| 1Y | -43.6% | -13.9% | -29.7% | -38.8% |
| 3Y | +184.2% | +24.9% | +159.3% | +110.6% |
| 5Y | -66.3% | +34.5% | -100.8% | -76.2% |
| All | +568.6% | +162.1% | +406.5% | +196.0% |
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