+26.8%
XHB vs SAN
+356.8%
-330.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.3% |
| 7D | +0.2% | +3.3% | -3.1% | -0.9% |
| 30D | -9.1% | +1.1% | -10.2% | -9.4% |
| 3M | -2.3% | +22.2% | -24.5% | -8.9% |
| 6M | -4.1% | +36.0% | -40.1% | -13.7% |
| YTD | -1.7% | +28.2% | -30.0% | -10.8% |
| 1Y | -15.1% | +54.1% | -69.2% | -27.7% |
| 3Y | +26.8% | +354.2% | -327.4% | -29.5% |
| All | +26.8% | +356.8% | -330.0% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling