+22.6%
XHB vs SNY
-9.6%
+32.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.6% | -3.3% | -1.3% | -3.9% |
| 30D | -9.1% | -2.2% | -7.0% | -8.6% |
| 3M | -8.6% | -3.0% | -5.5% | -7.9% |
| 6M | -4.0% | +2.7% | -6.8% | -4.5% |
| YTD | -3.9% | -6.8% | +2.9% | -2.6% |
| 1Y | -16.5% | -5.3% | -11.2% | -15.6% |
| 3Y | +22.6% | -9.8% | +32.4% | +23.6% |
| All | +22.6% | -9.6% | +32.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling