+304.3%
XBI vs SFM
+117.5%
+186.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.2% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | +2.9% | -11.4% | +14.3% | +4.6% |
| 3M | +26.2% | -12.2% | +38.4% | +28.1% |
| 6M | +30.7% | -5.2% | +35.9% | +30.4% |
| YTD | +32.9% | -4.5% | +37.4% | +32.1% |
| 1Y | +72.3% | -45.4% | +117.7% | +85.8% |
| 3Y | +107.2% | +91.1% | +16.1% | +77.8% |
| 5Y | +23.2% | +226.8% | -203.6% | -5.9% |
| 10Y | +158.5% | +291.9% | -133.4% | +80.2% |
| All | +304.3% | +117.5% | +186.9% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling