+233.4%
XHB vs SFM
+140.2%
+93.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.2% | +6.0% | -6.3% | -1.0% |
| 30D | +9.9% | -19.5% | +29.4% | +12.5% |
| 3M | -6.3% | -37.0% | +30.7% | -0.8% |
| 6M | +3.8% | -41.0% | +44.9% | +10.5% |
| YTD | +0.1% | -34.6% | +34.8% | +4.2% |
| 1Y | -0.8% | -36.3% | +35.4% | +3.6% |
| 3Y | +35.6% | +24.5% | +11.1% | +23.1% |
| 5Y | +29.6% | +115.9% | -86.3% | +5.0% |
| All | +233.4% | +140.2% | +93.2% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling