+91.3%
XBI vs SE
+597.4%
-506.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +2.9% | -0.1% | +3.0% | +2.6% |
| 3M | +26.2% | +34.1% | -7.9% | +17.6% |
| 6M | +30.7% | +23.2% | +7.5% | +23.5% |
| YTD | +32.9% | -11.2% | +44.1% | +33.6% |
| 1Y | +72.3% | -40.5% | +112.8% | +87.8% |
| 3Y | +107.2% | +196.3% | -89.1% | +48.2% |
| 5Y | +23.2% | -67.0% | +90.2% | +31.5% |
| All | +91.3% | +597.4% | -506.1% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling