-53.7%
SMR vs XHB
+52.5%
-106.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -3.8% |
| 7D | -8.3% | -0.2% | -8.1% | -8.0% |
| 30D | -20.1% | +9.9% | -30.0% | -25.0% |
| 3M | -52.7% | -6.3% | -46.4% | -50.7% |
| 6M | -61.0% | +3.8% | -64.9% | -62.0% |
| YTD | -67.1% | +0.1% | -67.2% | -66.9% |
| 1Y | -79.9% | -0.8% | -79.1% | -79.7% |
| 3Y | +101.7% | +35.6% | +66.1% | +71.4% |
| All | -53.7% | +52.5% | -106.2% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling