-0.8%
XHB vs SAN
+12.6%
-13.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.8% |
| 3M | -6.3% | -16.4% | +10.1% | -0.3% |
| 6M | +3.8% | +3.5% | +0.3% | +1.5% |
| YTD | +0.1% | +6.7% | -6.5% | -7.8% |
| 1Y | -0.8% | +14.5% | -15.3% | -13.1% |
| All | -0.8% | +12.6% | -13.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling