+149.7%
XBI vs SRE
+122.3%
+27.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -2.0% | -3.0% | +1.0% | -1.3% |
| 3M | +17.8% | -8.3% | +26.1% | +20.8% |
| 6M | +23.7% | -8.9% | +32.6% | +26.8% |
| YTD | +28.2% | -4.3% | +32.5% | +29.0% |
| 1Y | +64.0% | +2.7% | +61.2% | +60.9% |
| 3Y | +99.4% | +28.7% | +70.7% | +77.3% |
| 5Y | +19.3% | +47.1% | -27.8% | +0.9% |
| All | +149.7% | +122.3% | +27.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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