+4,301.6%
STX vs XBI
+865.0%
+3,436.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +14.6% | -1.1% | +15.7% | +15.4% |
| 30D | -26.0% | +2.6% | -28.5% | -26.4% |
| 3M | -42.6% | -4.0% | -38.6% | -41.2% |
| 6M | -35.3% | +10.9% | -46.2% | -38.8% |
| YTD | +92.5% | +23.6% | +68.9% | +71.5% |
| 1Y | +102.4% | +35.1% | +67.3% | +71.8% |
| 3Y | +673.8% | +125.2% | +548.6% | +389.3% |
| 5Y | +463.1% | +19.7% | +443.3% | +375.6% |
| 10Y | +2,014.6% | +130.6% | +1,884.0% | +1,015.6% |
| All | +4,301.6% | +865.0% | +3,436.6% | +472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling