+314.7%
SPY vs XBI
+160.4%
+154.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | -4.6% | +3.9% | +0.9% |
| 30D | -1.1% | -2.0% | +0.9% | -0.5% |
| 3M | +3.9% | +17.8% | -13.9% | -2.5% |
| 6M | +13.6% | +23.7% | -10.1% | +4.4% |
| YTD | +12.7% | +28.2% | -15.6% | +2.0% |
| 1Y | +17.5% | +64.0% | -46.5% | -3.0% |
| 3Y | +76.9% | +99.4% | -22.5% | +33.2% |
| 5Y | +83.6% | +19.3% | +64.2% | +61.6% |
| All | +314.7% | +160.4% | +154.3% | +175.6% |
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