+447.8%
SN vs XHB
+23.9%
+423.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.2% |
| 7D | +1.5% | -0.2% | +1.8% | +1.7% |
| 30D | +21.5% | +9.9% | +11.6% | +12.3% |
| 3M | +20.0% | -6.3% | +26.3% | +26.0% |
| 6M | +119.9% | +3.8% | +116.1% | +112.0% |
| YTD | +102.3% | +0.1% | +102.2% | +99.5% |
| 1Y | +148.0% | -0.8% | +148.8% | +146.5% |
| 3Y | +450.0% | +35.6% | +414.4% | +364.0% |
| All | +447.8% | +23.9% | +423.9% | +358.6% |
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