-71.0%
SMR vs XHB
-16.2%
-54.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -3.6% |
| 7D | +4.7% | -5.2% | +10.0% | +9.3% |
| 30D | +3.2% | -12.1% | +15.4% | +15.4% |
| 3M | +9.9% | -6.2% | +16.1% | +15.1% |
| 6M | -15.1% | -6.7% | -8.4% | -11.4% |
| YTD | -27.9% | -5.5% | -22.5% | -24.3% |
| All | -71.0% | -16.2% | -54.8% | -71.4% |
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