+19.8%
XBI vs SM
+108.0%
-88.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -4.6% | +2.1% | -6.7% | -4.9% |
| 30D | -0.8% | +18.1% | -18.9% | -3.0% |
| 3M | +21.8% | +17.0% | +4.8% | +18.7% |
| 6M | +23.2% | +55.4% | -32.2% | +13.8% |
| YTD | +28.7% | +108.6% | -79.8% | +12.9% |
| 1Y | +67.8% | +45.7% | +22.1% | +55.5% |
| 3Y | +100.6% | -0.3% | +101.0% | +90.7% |
| 5Y | +19.8% | +113.0% | -93.2% | -2.8% |
| All | +19.8% | +108.0% | -88.2% | -2.8% |
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