+149.7%
XBI vs SAN
+357.1%
-207.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -2.0% | +0.9% | -2.9% | -2.4% |
| 3M | +17.8% | +19.1% | -1.3% | +11.3% |
| 6M | +23.7% | +33.2% | -9.5% | +12.7% |
| YTD | +28.2% | +29.1% | -0.9% | +17.4% |
| 1Y | +64.0% | +50.2% | +13.7% | +42.9% |
| 3Y | +99.4% | +351.0% | -251.6% | +20.8% |
| 5Y | +19.3% | +394.7% | -375.3% | -32.1% |
| All | +149.7% | +357.1% | -207.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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