+149.7%
XBI vs SM
+23.0%
+126.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.6% | +4.6% | -9.2% | -5.1% |
| 30D | -2.0% | +18.2% | -20.2% | -3.7% |
| 3M | +17.8% | +22.5% | -4.7% | +14.9% |
| 6M | +23.7% | +50.6% | -26.8% | +17.3% |
| YTD | +28.2% | +108.1% | -79.9% | +17.1% |
| 1Y | +64.0% | +46.0% | +18.0% | +55.0% |
| 3Y | +99.4% | +2.9% | +96.5% | +92.0% |
| 5Y | +19.3% | +112.6% | -93.3% | +4.6% |
| All | +149.7% | +23.0% | +126.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling