-14.4%
SMR vs XHB
+46.3%
-60.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.7% |
| 7D | -11.2% | -4.6% | -6.6% | -8.8% |
| 30D | -10.2% | -9.1% | -1.1% | -4.7% |
| 3M | -10.0% | -8.6% | -1.5% | -5.1% |
| 6M | -30.5% | -4.0% | -26.4% | -28.2% |
| YTD | -39.2% | -3.9% | -35.3% | -37.3% |
| 1Y | -75.5% | -16.5% | -59.1% | -72.8% |
| 3Y | +45.4% | +22.6% | +22.9% | +29.7% |
| All | -14.4% | +46.3% | -60.7% | -31.5% |
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 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