+955.3%
XBI vs SAP
+494.6%
+460.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | +0.9% | -2.9% | +3.8% | +2.1% |
| 30D | +7.1% | +9.0% | -2.0% | +2.7% |
| 3M | +22.9% | +14.9% | +8.0% | +13.7% |
| 6M | +29.7% | +11.9% | +17.8% | +20.0% |
| YTD | +34.5% | -9.9% | +44.4% | +35.7% |
| 1Y | +76.1% | -19.5% | +95.6% | +87.1% |
| 3Y | +103.2% | +61.8% | +41.4% | +49.0% |
| 5Y | +22.8% | +56.2% | -33.3% | -9.6% |
| 10Y | +176.3% | +180.6% | -4.3% | +45.5% |
| All | +955.3% | +494.6% | +460.7% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling