+19.9%
XBI vs SAP
+53.8%
-33.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.6% | -4.1% | -0.6% | -3.2% |
| 30D | -2.0% | +1.1% | -3.1% | -2.6% |
| 3M | +17.8% | +26.1% | -8.3% | +7.1% |
| 6M | +23.7% | +9.8% | +13.9% | +17.9% |
| YTD | +28.2% | -13.6% | +41.8% | +34.4% |
| 1Y | +64.0% | -18.7% | +82.7% | +76.7% |
| 3Y | +99.4% | +54.1% | +45.3% | +40.4% |
| All | +19.9% | +53.8% | -33.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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