+1,337.5%
STX vs XBI
+99.8%
+1,237.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.9% |
| 7D | +8.0% | -4.6% | +12.6% | +10.4% |
| 30D | +5.1% | -0.8% | +5.9% | +4.9% |
| 3M | +5.8% | +21.8% | -16.1% | -5.2% |
| 6M | +124.9% | +23.2% | +101.8% | +100.3% |
| YTD | +213.9% | +28.7% | +185.2% | +173.5% |
| 1Y | +350.4% | +67.8% | +282.6% | +244.5% |
| All | +1,337.5% | +99.8% | +1,237.8% | +890.4% |
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