+926.8%
XBI vs SMTC
+739.4%
+187.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.6% | +22.5% | -26.1% | -9.2% |
| 30D | +0.9% | +24.9% | -24.0% | -6.4% |
| 3M | +21.4% | +4.1% | +17.4% | +15.8% |
| 6M | +25.5% | +92.6% | -67.1% | -2.6% |
| YTD | +30.8% | +122.5% | -91.6% | -3.4% |
| 1Y | +68.6% | +166.2% | -97.7% | +16.1% |
| 3Y | +103.9% | +577.2% | -473.2% | -14.7% |
| 5Y | +20.8% | +119.0% | -98.2% | -27.9% |
| 10Y | +164.0% | +527.9% | -363.9% | -0.9% |
| All | +926.8% | +739.4% | +187.3% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling