+1,370.8%
AMAT vs XBI
+139.4%
+1,231.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -2.5% | +0.1% | -2.5% | -2.0% |
| 30D | -26.5% | +0.8% | -27.4% | -26.5% |
| 3M | -28.6% | -1.9% | -26.7% | -27.9% |
| 6M | -14.2% | +15.2% | -29.5% | -22.1% |
| YTD | +45.5% | +27.3% | +18.2% | +23.2% |
| 1Y | +59.3% | +41.5% | +17.9% | +25.5% |
| 3Y | +153.1% | +133.1% | +20.0% | +39.7% |
| 5Y | +158.2% | +23.7% | +134.5% | +111.3% |
| 10Y | +1,370.8% | +139.0% | +1,231.8% | +686.3% |
| All | +1,370.8% | +139.4% | +1,231.4% | +686.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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