+233.4%
XHB vs SM
+18.0%
+215.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | +9.4% | -9.6% | -1.1% |
| 30D | +9.9% | -14.4% | +24.3% | +11.2% |
| 3M | -6.3% | +1.6% | -7.8% | -7.1% |
| 6M | +3.8% | +6.3% | -2.5% | +1.8% |
| YTD | +0.1% | +78.8% | -78.6% | -8.1% |
| 1Y | -0.8% | +83.1% | -84.0% | -9.3% |
| 3Y | +35.6% | -5.9% | +41.5% | +31.1% |
| 5Y | +29.6% | +4.8% | +24.7% | +20.9% |
| All | +233.4% | +18.0% | +215.4% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling