+149.7%
XBI vs PSX
+386.4%
-236.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.6% | +1.7% | -6.4% | -5.1% |
| 30D | -2.0% | +15.6% | -17.6% | -5.6% |
| 3M | +17.8% | +46.5% | -28.7% | +6.4% |
| 6M | +23.7% | +55.0% | -31.3% | +9.2% |
| YTD | +28.2% | +105.3% | -77.1% | +4.3% |
| 1Y | +64.0% | +101.6% | -37.6% | +33.5% |
| 3Y | +99.4% | +134.1% | -34.7% | +51.7% |
| 5Y | +19.3% | +368.7% | -349.3% | -29.5% |
| All | +149.7% | +386.4% | -236.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling