+110.6%
SPOT vs XHB
+30.4%
+80.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.0% |
| 7D | -6.9% | -5.2% | -1.6% | -4.2% |
| 30D | +4.1% | -12.1% | +16.3% | +11.3% |
| 3M | +3.7% | -6.2% | +9.9% | +6.0% |
| 6M | -1.6% | -6.7% | +5.1% | 0.0% |
| YTD | -10.2% | -5.5% | -4.7% | -10.2% |
| 1Y | -25.9% | -15.6% | -10.3% | -21.0% |
| 3Y | +235.6% | +22.0% | +213.6% | +145.1% |
| 5Y | +110.6% | +31.8% | +78.7% | +34.6% |
| All | +110.6% | +30.4% | +80.2% | +34.6% |
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