+11.1%
SMR vs XHB
+49.7%
-38.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.4% | +17.7% | +16.8% |
| 7D | +21.4% | +0.2% | +21.2% | +20.9% |
| 30D | +13.8% | -9.1% | +22.9% | +21.2% |
| 3M | +3.9% | -2.3% | +6.2% | +5.1% |
| 6M | -4.2% | -4.1% | -0.1% | -1.1% |
| YTD | -21.1% | -1.7% | -19.4% | -19.7% |
| 1Y | -67.1% | -15.1% | -52.0% | -63.7% |
| 3Y | +88.9% | +26.8% | +62.0% | +65.5% |
| All | +11.1% | +49.7% | -38.5% | -12.2% |
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