+2.1%
XHB vs SFM
-37.3%
+39.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +7.1% | -19.2% | +26.3% | +7.1% |
| 3M | -6.0% | -40.3% | +34.3% | -5.8% |
| 6M | +2.1% | -40.9% | +42.9% | +2.5% |
| All | +2.1% | -37.3% | +39.4% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling