+589.4%
SE vs XHB
+172.7%
+416.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | -6.1% | -1.3% | -4.8% | -5.2% |
| 30D | -2.5% | -6.9% | +4.4% | +3.0% |
| 3M | +21.7% | -1.3% | +23.0% | +21.8% |
| 6M | +27.0% | -6.8% | +33.8% | +31.6% |
| YTD | -12.1% | +0.7% | -12.9% | -14.7% |
| 1Y | -40.9% | -11.2% | -29.7% | -37.3% |
| 3Y | +191.0% | +25.3% | +165.7% | +116.4% |
| 5Y | -68.3% | +37.3% | -105.6% | -78.0% |
| All | +589.4% | +172.7% | +416.7% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling