+19.8%
XBI vs SAN
+379.7%
-359.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.6% | -2.8% | -1.8% | -3.7% |
| 30D | -0.8% | -0.5% | -0.2% | -0.7% |
| 3M | +21.8% | +22.7% | -0.9% | +13.7% |
| 6M | +23.2% | +28.8% | -5.6% | +13.0% |
| YTD | +28.7% | +26.3% | +2.5% | +18.2% |
| 1Y | +67.8% | +48.8% | +18.9% | +45.7% |
| 3Y | +100.6% | +347.2% | -246.6% | +17.4% |
| 5Y | +19.8% | +383.8% | -364.0% | -36.0% |
| All | +19.8% | +379.7% | -359.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling