+178.7%
XHB vs SAN
+237.1%
-58.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.3% | +1.8% | -3.1% | -2.0% |
| 30D | -6.9% | +2.0% | -8.9% | -7.7% |
| 3M | -1.3% | +19.7% | -21.0% | -8.9% |
| 6M | -6.8% | +30.6% | -37.4% | -17.3% |
| YTD | +0.7% | +28.8% | -28.1% | -11.0% |
| 1Y | -11.2% | +57.8% | -69.0% | -28.4% |
| 3Y | +25.3% | +338.1% | -312.8% | -37.3% |
| 5Y | +37.3% | +384.2% | -346.9% | -37.2% |
| 10Y | +211.5% | +353.1% | -141.6% | +31.7% |
| All | +178.7% | +237.1% | -58.4% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling