+7,429.1%
STX vs XBI
+937.9%
+6,491.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +7.1% |
| 7D | +10.7% | -0.9% | +11.6% | +11.2% |
| 30D | +11.3% | +2.9% | +8.4% | +8.9% |
| 3M | +3.2% | +26.2% | -23.0% | -9.6% |
| 6M | +157.0% | +30.7% | +126.3% | +120.8% |
| YTD | +229.2% | +32.9% | +196.3% | +179.9% |
| 1Y | +381.8% | +72.3% | +309.6% | +255.3% |
| 3Y | +1,383.2% | +107.2% | +1,276.0% | +867.5% |
| 5Y | +1,144.9% | +23.2% | +1,121.7% | +928.0% |
| 10Y | +3,676.0% | +158.5% | +3,517.5% | +1,741.1% |
| All | +7,429.1% | +937.9% | +6,491.1% | +834.5% |
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