+22.3%
XBI vs SM
+5.5%
+16.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.1% | +9.4% | -10.5% | -2.2% |
| 30D | +2.6% | -14.4% | +16.9% | +4.1% |
| 3M | -4.0% | +1.6% | -5.6% | -5.1% |
| 6M | +10.9% | +6.3% | +4.6% | +8.2% |
| YTD | +23.6% | +78.8% | -55.2% | +9.3% |
| 1Y | +35.1% | +83.1% | -48.0% | +18.7% |
| 3Y | +125.2% | -5.9% | +131.1% | +113.3% |
| All | +22.3% | +5.5% | +16.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling