+36.6%
XHB vs SAN
+258.0%
-221.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +1.2% | +10.8% | -9.6% | -2.3% |
| 30D | +8.9% | -5.7% | +14.6% | +10.7% |
| 3M | -4.2% | -13.4% | +9.3% | +0.2% |
| 6M | +1.4% | +3.5% | -2.2% | -0.4% |
| YTD | +1.2% | +9.7% | -8.5% | -3.4% |
| 1Y | -1.3% | +20.9% | -22.1% | -8.7% |
| 3Y | +36.6% | +254.3% | -217.7% | -14.9% |
| All | +36.6% | +258.0% | -221.4% | -14.9% |
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