-73.1%
SMR vs XHB
-9.3%
-63.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.3% |
| 7D | +4.4% | -1.3% | +5.7% | +5.5% |
| 30D | +3.4% | -6.9% | +10.3% | +10.1% |
| 3M | -19.2% | -1.3% | -17.9% | -18.6% |
| 6M | -22.6% | -6.8% | -15.9% | -21.4% |
| YTD | -31.5% | +0.7% | -32.3% | -31.5% |
| 1Y | -73.1% | -11.2% | -61.8% | -74.9% |
| All | -73.1% | -9.3% | -63.8% | -74.9% |
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 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