+178.7%
XHB vs SM
+1.2%
+177.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -6.9% | +26.3% | -33.2% | -10.2% |
| 3M | -1.3% | +8.7% | -9.9% | -3.4% |
| 6M | -6.8% | +51.7% | -58.5% | -14.3% |
| YTD | +0.7% | +99.0% | -98.3% | -11.4% |
| 1Y | -11.2% | +34.6% | -45.8% | -17.5% |
| 3Y | +25.3% | -7.8% | +33.1% | +20.4% |
| 5Y | +37.3% | +104.8% | -67.5% | +11.9% |
| 10Y | +211.5% | +7.2% | +204.3% | +100.5% |
| All | +178.7% | +1.2% | +177.5% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling