+123.8%
STX vs XBI
+47.5%
+76.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.7% | -10.8% | -9.7% |
| 7D | -20.2% | +1.0% | -21.2% | -20.7% |
| 30D | -37.2% | +1.9% | -39.1% | -37.8% |
| 3M | -34.1% | +4.8% | -38.8% | -36.6% |
| 6M | -24.5% | +19.3% | -43.8% | -33.6% |
| YTD | +102.9% | +30.6% | +72.3% | +67.3% |
| 1Y | +123.8% | +47.9% | +75.9% | +65.0% |
| All | +123.8% | +47.5% | +76.3% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling