+323.8%
SN vs XHB
+21.6%
+302.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +3.0% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | -5.6% | -9.1% | +3.5% | +1.9% |
| 3M | +48.1% | -2.3% | +50.4% | +50.5% |
| 6M | +57.6% | -4.1% | +61.8% | +62.8% |
| YTD | +56.5% | -1.7% | +58.2% | +57.2% |
| 1Y | +52.6% | -15.1% | +67.7% | +72.4% |
| 3Y | +412.0% | +26.8% | +385.1% | +341.3% |
| All | +323.8% | +21.6% | +302.2% | +261.5% |
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 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