+550.7%
XBI vs PSX
+1,167.1%
-616.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.6% | +1.8% | -5.5% | -4.1% |
| 30D | +0.9% | +21.6% | -20.8% | -4.6% |
| 3M | +21.4% | +46.5% | -25.0% | +8.6% |
| 6M | +25.5% | +62.0% | -36.5% | +8.0% |
| YTD | +30.8% | +106.3% | -75.5% | +4.4% |
| 1Y | +68.6% | +103.0% | -34.4% | +34.6% |
| 3Y | +103.9% | +135.5% | -31.6% | +51.5% |
| 5Y | +20.8% | +368.5% | -347.8% | -31.1% |
| 10Y | +164.0% | +386.6% | -222.6% | +35.9% |
| All | +550.7% | +1,167.1% | -616.4% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling