+204.0%
XHB vs SM
+23.2%
+180.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -5.2% | +2.1% | -7.4% | -5.5% |
| 30D | -12.1% | +18.1% | -30.3% | -13.7% |
| 3M | -6.2% | +17.0% | -23.2% | -8.2% |
| 6M | -6.7% | +55.4% | -62.1% | -12.2% |
| YTD | -5.5% | +108.6% | -114.0% | -14.0% |
| 1Y | -15.6% | +45.7% | -61.3% | -20.5% |
| 3Y | +22.0% | -0.3% | +22.3% | +17.8% |
| 5Y | +31.8% | +113.0% | -81.2% | +15.3% |
| All | +204.0% | +23.2% | +180.8% | +107.6% |
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