+158.9%
SN vs XHB
+5.8%
+153.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | -0.4% |
| 7D | +10.6% | +9.7% | +0.9% | +2.4% |
| 30D | +20.0% | +11.7% | +8.4% | +9.3% |
| 3M | +30.4% | -1.4% | +31.7% | +31.8% |
| 6M | +91.0% | +6.8% | +84.2% | +78.9% |
| YTD | +95.9% | +5.5% | +90.5% | +79.5% |
| 1Y | +158.9% | +5.1% | +153.7% | +137.2% |
| All | +158.9% | +5.8% | +153.1% | +137.2% |
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 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