+22.3%
XBI vs S
-71.1%
+93.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.1% | +2.0% | -3.1% | -1.6% |
| 30D | +2.6% | -2.7% | +5.3% | +3.0% |
| 3M | -4.0% | -6.9% | +2.9% | -3.5% |
| 6M | +10.9% | +38.1% | -27.1% | 0.0% |
| YTD | +23.6% | +48.0% | -24.4% | +8.2% |
| 1Y | +35.1% | +34.5% | +0.6% | +20.7% |
| 3Y | +125.2% | +38.3% | +86.9% | +88.0% |
| All | +22.3% | -71.1% | +93.4% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling