+25.3%
XBB vs SPY
+102.6%
-77.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +0.1% | -1.4% | +1.4% | +0.4% |
| 3M | +0.3% | +3.7% | -3.4% | -0.8% |
| 6M | +1.4% | +13.0% | -11.6% | -2.3% |
| YTD | +1.9% | +12.4% | -10.5% | -1.7% |
| 1Y | +3.7% | +18.5% | -14.8% | -1.6% |
| 3Y | +24.6% | +77.6% | -53.0% | +1.3% |
| All | +25.3% | +102.6% | -77.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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