+943.2%
XBI vs SAN
+235.5%
+707.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -0.9% | +3.3% | -4.2% | -1.9% |
| 30D | +2.9% | +1.1% | +1.8% | +2.5% |
| 3M | +26.2% | +22.2% | +4.0% | +18.1% |
| 6M | +30.7% | +36.0% | -5.3% | +18.0% |
| YTD | +32.9% | +28.2% | +4.7% | +21.6% |
| 1Y | +72.3% | +54.1% | +18.1% | +48.2% |
| 3Y | +107.2% | +354.2% | -247.1% | +23.2% |
| 5Y | +23.2% | +387.3% | -364.1% | -30.4% |
| 10Y | +158.5% | +334.8% | -176.3% | +40.7% |
| All | +943.2% | +235.5% | +707.7% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling