+278.3%
XHB vs SFM
+44.5%
+233.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.6% |
| 7D | -4.1% | -7.1% | +2.9% | -3.1% |
| 30D | +9.6% | -21.4% | +31.0% | +12.6% |
| 3M | -6.0% | -40.1% | +34.1% | +0.2% |
| 6M | +2.2% | -38.0% | +40.2% | +7.9% |
| YTD | +1.1% | -36.5% | +37.7% | +5.8% |
| 1Y | -1.7% | -35.2% | +33.5% | +2.4% |
| 3Y | +36.5% | +23.5% | +13.0% | +24.7% |
| 5Y | +33.5% | +109.7% | -76.2% | +9.7% |
| 10Y | +240.9% | +132.6% | +108.4% | +165.9% |
| All | +278.3% | +44.5% | +233.8% | +214.1% |
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 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