+162.0%
SO vs XHB
+202.9%
-40.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | 0.0% | -1.9% | +2.0% | +0.5% |
| 30D | -2.5% | -8.3% | +5.8% | -0.2% |
| 3M | -4.2% | -7.1% | +3.0% | -2.6% |
| 6M | -7.7% | -5.3% | -2.4% | -6.9% |
| YTD | +3.8% | -3.2% | +7.0% | +3.7% |
| 1Y | +0.1% | -13.9% | +13.9% | +3.1% |
| 3Y | +44.2% | +24.9% | +19.3% | +28.5% |
| 5Y | +57.9% | +34.5% | +23.3% | +33.8% |
| 10Y | +162.0% | +215.5% | -53.5% | +57.2% |
| All | +162.0% | +202.9% | -40.9% | +57.2% |
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