+34.0%
XHB vs SNY
+9.4%
+24.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.6% | -3.3% | -1.3% | -3.8% |
| 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% | -4.7% |
| YTD | -3.9% | -6.8% | +2.9% | -2.5% |
| 1Y | -16.5% | -5.3% | -11.2% | -15.6% |
| 3Y | +22.6% | -9.8% | +32.4% | +23.7% |
| All | +34.0% | +9.4% | +24.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling