+1,126.1%
SPYG vs XHB
+167.3%
+958.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -1.6% | -9.1% | +7.5% | +2.6% |
| 3M | +3.4% | -2.3% | +5.7% | +3.9% |
| 6M | +18.9% | -4.1% | +23.0% | +20.1% |
| YTD | +13.8% | -1.7% | +15.5% | +13.2% |
| 1Y | +20.6% | -15.1% | +35.7% | +27.6% |
| 3Y | +100.5% | +26.8% | +73.7% | +72.7% |
| 5Y | +84.6% | +37.3% | +47.3% | +51.8% |
| 10Y | +410.8% | +205.7% | +205.1% | +187.8% |
| All | +1,126.1% | +167.3% | +958.8% | +459.2% |
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 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