+125.2%
XBI vs SM
-3.9%
+129.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.1% | +9.4% | -10.5% | -1.8% |
| 30D | +2.6% | -14.4% | +16.9% | +3.5% |
| 3M | -4.0% | +1.6% | -5.6% | -4.9% |
| 6M | +10.9% | +6.3% | +4.6% | +8.8% |
| YTD | +23.6% | +78.8% | -55.2% | +10.2% |
| 1Y | +35.1% | +83.1% | -48.0% | +19.7% |
| 3Y | +125.2% | -5.9% | +131.1% | +99.3% |
| All | +125.2% | -3.9% | +129.1% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling