+319.5%
SN vs XHB
+24.6%
+294.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.8% |
| 7D | -9.3% | -1.3% | -8.0% | -8.3% |
| 30D | -4.8% | -6.9% | +2.1% | +0.9% |
| 3M | +40.4% | -1.3% | +41.7% | +41.6% |
| 6M | +50.9% | -6.8% | +57.7% | +59.3% |
| YTD | +54.9% | +0.7% | +54.2% | +52.7% |
| 1Y | +43.0% | -11.2% | +54.3% | +55.8% |
| 3Y | +391.8% | +25.3% | +366.5% | +315.8% |
| All | +319.5% | +24.6% | +294.9% | +251.0% |
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