+64.0%
XBI vs SE
-45.5%
+109.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | -4.6% | -5.2% | +0.6% | -4.1% |
| 30D | -2.0% | -17.1% | +15.1% | -0.1% |
| 3M | +17.8% | +24.0% | -6.2% | +14.5% |
| 6M | +23.7% | +21.0% | +2.7% | +19.6% |
| YTD | +28.2% | -16.7% | +45.0% | +25.7% |
| 1Y | +64.0% | -45.9% | +109.9% | +63.9% |
| All | +64.0% | -45.5% | +109.5% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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