+19.8%
XBI vs SFM
+212.1%
-192.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -4.6% | -8.8% | +4.2% | -3.7% |
| 30D | -0.8% | -14.5% | +13.7% | +0.8% |
| 3M | +21.8% | -16.8% | +38.7% | +23.9% |
| 6M | +23.2% | -5.3% | +28.5% | +22.9% |
| YTD | +28.7% | -9.4% | +38.1% | +28.8% |
| 1Y | +67.8% | -46.2% | +113.9% | +80.1% |
| 3Y | +100.6% | +81.3% | +19.4% | +74.2% |
| 5Y | +19.8% | +211.9% | -192.1% | -2.3% |
| All | +19.8% | +212.1% | -192.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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