+175.0%
XHB vs SM
-9.0%
+184.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.5% |
| 7D | -2.4% | +10.6% | -13.0% | -3.9% |
| 30D | +7.1% | -15.0% | +22.0% | +9.0% |
| 3M | -6.0% | +1.7% | -7.6% | -7.1% |
| 6M | +2.1% | +5.9% | -3.8% | -0.8% |
| YTD | -0.6% | +79.0% | -79.6% | -12.0% |
| 1Y | -3.3% | +84.7% | -88.0% | -14.9% |
| 3Y | +34.1% | -3.5% | +37.6% | +27.1% |
| 5Y | +28.6% | +4.9% | +23.7% | +15.6% |
| 10Y | +235.0% | +17.7% | +217.4% | +109.3% |
| All | +175.0% | -9.0% | +184.1% | +5.3% |
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