+271.7%
XHB vs SFM
+46.8%
+224.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +7.1% | -19.2% | +26.3% | +9.6% |
| 3M | -6.0% | -40.3% | +34.3% | +0.3% |
| 6M | +2.1% | -40.9% | +42.9% | +8.6% |
| YTD | -0.6% | -35.5% | +34.9% | +3.7% |
| 1Y | -3.3% | -37.4% | +34.1% | +1.3% |
| 3Y | +34.1% | +25.5% | +8.6% | +22.2% |
| 5Y | +28.6% | +113.0% | -84.4% | +5.5% |
| 10Y | +235.0% | +136.3% | +98.7% | +160.7% |
| All | +271.7% | +46.8% | +224.9% | +208.0% |
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