+211.3%
XHB vs SFM
+273.2%
-61.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.9% |
| 7D | -1.9% | -7.2% | +5.3% | -0.9% |
| 30D | -8.3% | -14.3% | +6.0% | -6.4% |
| 3M | -7.1% | -13.7% | +6.6% | -5.5% |
| 6M | -5.3% | -6.0% | +0.8% | -5.4% |
| YTD | -3.2% | -8.2% | +5.0% | -3.2% |
| 1Y | -13.9% | -46.2% | +32.4% | -6.9% |
| 3Y | +24.9% | +83.6% | -58.6% | +8.0% |
| 5Y | +34.5% | +212.7% | -178.2% | +4.4% |
| All | +211.3% | +273.2% | -61.9% | +121.2% |
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