+5.1%
XHB vs SM
+70.4%
-65.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -15.3% | +20.7% | +2.4% |
| 7D | +9.7% | -21.5% | +31.2% | +5.1% |
| 30D | +11.7% | -11.4% | +23.0% | +9.4% |
| 3M | -1.4% | +0.6% | -2.0% | -0.4% |
| 6M | +6.8% | +0.2% | +6.5% | +9.0% |
| YTD | +5.5% | +69.7% | -64.2% | +3.9% |
| 1Y | +5.1% | +71.6% | -66.4% | +3.9% |
| All | +5.1% | +70.4% | -65.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling