+186.4%
SU vs XHB
+163.2%
+23.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.4% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | +10.7% | -8.3% | +19.1% | +15.1% |
| 3M | +13.5% | -7.1% | +20.6% | +15.9% |
| 6M | +21.8% | -5.3% | +27.1% | +21.4% |
| YTD | +58.8% | -3.2% | +62.0% | +56.0% |
| 1Y | +72.0% | -13.9% | +85.9% | +78.1% |
| 3Y | +121.7% | +24.9% | +96.8% | +82.3% |
| 5Y | +350.4% | +34.5% | +315.9% | +243.4% |
| 10Y | +264.7% | +215.5% | +49.2% | +73.1% |
| All | +186.4% | +163.2% | +23.2% | +8.8% |
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