+276.7%
XHB vs SFM
+132.6%
+144.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -6.9% | -4.4% | -2.5% | -6.4% |
| 3M | -1.3% | +1.5% | -2.8% | -1.9% |
| 6M | -6.8% | +6.5% | -13.3% | -8.6% |
| YTD | +0.7% | +2.2% | -1.4% | -0.8% |
| 1Y | -11.2% | -41.9% | +30.6% | -5.2% |
| 3Y | +25.3% | +106.8% | -81.4% | +7.0% |
| 5Y | +37.3% | +231.6% | -194.2% | +6.5% |
| 10Y | +211.5% | +258.4% | -46.9% | +129.4% |
| All | +276.7% | +132.6% | +144.1% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling