+47.9%
XBI vs SMR
-87.0%
+134.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.1% | +3.2% |
| 7D | +1.0% | -9.5% | +10.5% | +2.1% |
| 30D | +1.9% | -33.2% | +35.1% | +6.4% |
| 3M | +4.8% | -45.9% | +50.7% | +11.3% |
| 6M | +19.3% | -57.9% | +77.2% | +28.4% |
| YTD | +30.6% | -63.8% | +94.4% | +41.0% |
| 1Y | +47.9% | -85.6% | +133.5% | +72.5% |
| All | +47.9% | -87.0% | +134.9% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling