+165.8%
XHB vs SNY
+121.4%
+44.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -4.6% | -3.3% | -1.3% | -3.1% |
| 30D | -9.1% | -2.2% | -7.0% | -8.2% |
| 3M | -8.6% | -3.0% | -5.5% | -7.4% |
| 6M | -4.0% | +2.7% | -6.8% | -5.6% |
| YTD | -3.9% | -6.8% | +2.9% | -1.2% |
| 1Y | -16.5% | -5.3% | -11.2% | -15.1% |
| 3Y | +22.6% | -9.8% | +32.4% | +22.3% |
| 5Y | +33.9% | +9.7% | +24.3% | +16.9% |
| 10Y | +213.0% | +64.5% | +148.5% | +110.4% |
| All | +165.8% | +121.4% | +44.4% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling