+103.5%
XBI vs SE
+178.2%
-74.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.1% |
| 7D | -3.6% | -3.6% | 0.0% | -3.2% |
| 30D | +0.9% | -5.3% | +6.2% | +1.3% |
| 3M | +21.4% | +28.1% | -6.7% | +17.7% |
| 6M | +25.5% | +20.7% | +4.8% | +22.0% |
| YTD | +30.8% | -14.8% | +45.6% | +31.2% |
| 1Y | +68.6% | -43.6% | +112.1% | +76.3% |
| All | +103.5% | +178.2% | -74.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling