+149.7%
XBI vs SMTC
+548.2%
-398.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.6% |
| 7D | -4.6% | +13.1% | -17.7% | -7.6% |
| 30D | -2.0% | +19.5% | -21.5% | -7.2% |
| 3M | +17.8% | +2.2% | +15.5% | +13.6% |
| 6M | +23.7% | +94.9% | -71.2% | -1.5% |
| YTD | +28.2% | +127.0% | -98.7% | -2.7% |
| 1Y | +64.0% | +174.6% | -110.6% | +16.6% |
| 3Y | +99.4% | +615.9% | -516.5% | -12.8% |
| 5Y | +19.3% | +125.6% | -106.3% | -22.8% |
| All | +149.7% | +548.2% | -398.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling