+233.4%
XHB vs SAN
+270.1%
-36.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -0.2% | +4.0% | -4.2% | -1.7% |
| 30D | +9.9% | -7.8% | +17.8% | +13.1% |
| 3M | -6.3% | -16.4% | +10.1% | -0.2% |
| 6M | +3.8% | +3.5% | +0.3% | +1.9% |
| YTD | +0.1% | +6.7% | -6.5% | -3.7% |
| 1Y | -0.8% | +14.5% | -15.3% | -7.1% |
| 3Y | +35.6% | +243.5% | -207.9% | -18.2% |
| 5Y | +29.6% | +296.2% | -266.6% | -28.7% |
| All | +233.4% | +270.1% | -36.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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