+943.2%
XBI vs SM
+4.8%
+938.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.8% | -1.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +2.9% | +31.5% | -28.6% | -0.9% |
| 3M | +26.2% | +17.3% | +8.9% | +22.7% |
| 6M | +30.7% | +48.5% | -17.8% | +22.1% |
| YTD | +32.9% | +106.3% | -73.3% | +18.3% |
| 1Y | +72.3% | +47.3% | +25.0% | +59.9% |
| 3Y | +107.2% | -1.4% | +108.6% | +98.3% |
| 5Y | +23.2% | +114.0% | -90.9% | +2.4% |
| 10Y | +158.5% | +12.5% | +146.0% | +78.5% |
| All | +943.2% | +4.8% | +938.4% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling