-43.7%
SE vs XHB
-14.2%
-29.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | -5.3% | -8.3% | +3.0% | -2.6% |
| 3M | +28.1% | -7.1% | +35.2% | +30.3% |
| 6M | +20.7% | -5.3% | +25.9% | +20.2% |
| YTD | -14.8% | -3.2% | -11.6% | -14.3% |
| All | -43.7% | -14.2% | -29.5% | -42.5% |
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