+398.8%
SN vs XHB
+36.1%
+362.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.9% |
| 7D | +7.2% | +1.3% | +5.9% | +5.8% |
| 30D | +20.4% | +7.8% | +12.6% | +12.7% |
| 3M | +23.9% | -5.5% | +29.4% | +29.3% |
| 6M | +93.0% | -2.6% | +95.6% | +96.1% |
| YTD | +99.2% | +0.4% | +98.9% | +95.6% |
| 1Y | +142.6% | -1.0% | +143.6% | +141.1% |
| 3Y | +398.8% | +37.3% | +361.5% | +315.5% |
| All | +398.8% | +36.1% | +362.7% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling