+1,048.0%
STX vs XBI
+19.1%
+1,029.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -2.3% | -4.6% | +2.4% | -0.1% |
| 30D | -5.5% | -2.0% | -3.5% | -5.1% |
| 3M | -4.3% | +17.8% | -22.1% | -11.9% |
| 6M | +115.6% | +23.7% | +91.9% | +94.0% |
| YTD | +202.2% | +28.2% | +174.0% | +167.4% |
| 1Y | +325.3% | +64.0% | +261.3% | +236.3% |
| 3Y | +1,283.9% | +99.4% | +1,184.5% | +890.0% |
| All | +1,048.0% | +19.1% | +1,029.0% | +877.0% |
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 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