-37.6%
SMCI vs XBI
+47.5%
-85.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.4% | -8.3% |
| 7D | -17.3% | +1.0% | -18.4% | -18.2% |
| 30D | -31.5% | +1.9% | -33.3% | -32.7% |
| 3M | -6.6% | +4.8% | -11.3% | -12.0% |
| 6M | +6.0% | +19.3% | -13.3% | -14.6% |
| YTD | +1.1% | +30.6% | -29.5% | -26.5% |
| 1Y | -37.6% | +47.9% | -85.4% | -59.8% |
| All | -37.6% | +47.5% | -85.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling