+196.4%
SO vs XHB
+237.3%
-40.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +4.7% | +9.9% | -5.2% | +1.9% |
| 3M | +1.7% | -6.3% | +8.0% | +3.3% |
| 6M | +2.2% | +3.8% | -1.7% | +0.4% |
| YTD | +10.0% | +0.1% | +9.8% | +8.6% |
| 1Y | +6.0% | -0.8% | +6.9% | +4.9% |
| 3Y | +54.1% | +35.6% | +18.5% | +33.6% |
| 5Y | +79.6% | +29.6% | +50.1% | +55.0% |
| All | +196.4% | +237.3% | -40.9% | +71.9% |
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