+673.8%
STX vs XBI
+128.3%
+545.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | +14.6% | -1.1% | +15.7% | +15.5% |
| 30D | -26.0% | +2.6% | -28.5% | -26.2% |
| 3M | -42.6% | -4.0% | -38.6% | -41.2% |
| 6M | -35.3% | +10.9% | -46.2% | -38.9% |
| YTD | +92.5% | +23.6% | +68.9% | +71.3% |
| 1Y | +102.4% | +35.1% | +67.3% | +71.9% |
| 3Y | +673.8% | +125.2% | +548.6% | +436.5% |
| All | +673.8% | +128.3% | +545.5% | +436.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling