+103.5%
XBI vs S
+13.6%
+89.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | +0.9% | -12.6% | +13.4% | +2.9% |
| 3M | +21.4% | +27.6% | -6.1% | +14.5% |
| 6M | +25.5% | +35.5% | -10.0% | +15.5% |
| YTD | +30.8% | +29.6% | +1.2% | +21.2% |
| 1Y | +68.6% | +8.1% | +60.5% | +61.7% |
| All | +103.5% | +13.6% | +89.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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