+19.8%
XBI vs SE
-67.4%
+87.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -4.6% | -4.8% | +0.2% | -3.6% |
| 30D | -0.8% | -18.1% | +17.3% | +3.4% |
| 3M | +21.8% | +30.6% | -8.8% | +14.3% |
| 6M | +23.2% | +20.8% | +2.4% | +16.9% |
| YTD | +28.7% | -15.6% | +44.3% | +30.8% |
| 1Y | +67.8% | -44.2% | +112.0% | +85.4% |
| 3Y | +100.6% | +181.5% | -80.9% | +43.3% |
| 5Y | +19.8% | -66.9% | +86.7% | +34.0% |
| All | +19.8% | -67.4% | +87.2% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling