+99.4%
XBI vs PSX
+133.1%
-33.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -4.6% | +1.7% | -6.4% | -4.8% |
| 30D | -2.0% | +15.6% | -17.6% | -3.7% |
| 3M | +17.8% | +46.5% | -28.7% | +12.3% |
| 6M | +23.7% | +55.0% | -31.3% | +16.2% |
| YTD | +28.2% | +105.3% | -77.1% | +13.2% |
| 1Y | +64.0% | +101.6% | -37.6% | +44.8% |
| 3Y | +99.4% | +134.1% | -34.7% | +55.7% |
| All | +99.4% | +133.1% | -33.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling