+204.0%
XHB vs SFM
+268.6%
-64.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -5.2% | -8.8% | +3.5% | -4.0% |
| 30D | -12.1% | -14.5% | +2.3% | -10.3% |
| 3M | -6.2% | -16.8% | +10.6% | -4.1% |
| 6M | -6.7% | -5.3% | -1.4% | -6.9% |
| YTD | -5.5% | -9.4% | +3.9% | -5.3% |
| 1Y | -15.6% | -46.2% | +30.5% | -8.9% |
| 3Y | +22.0% | +81.3% | -59.3% | +5.7% |
| 5Y | +31.8% | +211.9% | -180.0% | +2.3% |
| All | +204.0% | +268.6% | -64.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling