+82.0%
SPY vs XBI
+18.4%
+63.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.0% | -4.6% | +2.6% | -0.5% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | +4.7% | +21.8% | -17.1% | -2.3% |
| 6M | +12.5% | +23.2% | -10.7% | +4.3% |
| YTD | +11.7% | +28.7% | -17.0% | +1.8% |
| 1Y | +17.5% | +67.8% | -50.3% | -2.3% |
| 3Y | +76.6% | +100.6% | -24.1% | +35.6% |
| 5Y | +82.0% | +19.8% | +62.2% | +55.3% |
| All | +82.0% | +18.4% | +63.6% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling