+58.7%
SO vs XHB
+37.2%
+21.5%
-23.3%
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% | +1.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -3.2% | -9.1% | +5.9% | -1.9% |
| 3M | -1.7% | -2.3% | +0.6% | -1.5% |
| 6M | -7.2% | -4.1% | -3.1% | -6.9% |
| YTD | +4.6% | -1.7% | +6.3% | +4.3% |
| 1Y | +1.2% | -15.1% | +16.3% | +3.3% |
| 3Y | +45.3% | +26.8% | +18.4% | +35.0% |
| 5Y | +58.7% | +37.3% | +21.4% | +37.6% |
| All | +58.7% | +37.2% | +21.5% | +37.6% |
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