+211.3%
XHB vs SAN
+348.5%
-137.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -8.3% | -0.1% | -8.3% | -8.3% |
| 3M | -7.1% | +19.6% | -26.8% | -13.3% |
| 6M | -5.3% | +32.7% | -37.9% | -14.9% |
| YTD | -3.2% | +26.7% | -29.9% | -12.3% |
| 1Y | -13.9% | +51.6% | -65.5% | -27.2% |
| 3Y | +24.9% | +348.7% | -323.8% | -31.4% |
| 5Y | +34.5% | +378.7% | -344.2% | -30.7% |
| All | +211.3% | +348.5% | -137.2% | +49.5% |
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