+22.7%
XBI vs SLB
+139.8%
-117.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +2.9% | +13.6% | -10.7% | +0.6% |
| 3M | +26.2% | +1.5% | +24.7% | +25.5% |
| 6M | +30.7% | +23.0% | +7.7% | +25.2% |
| YTD | +32.9% | +51.2% | -18.3% | +22.4% |
| 1Y | +72.3% | +63.5% | +8.8% | +56.0% |
| 3Y | +107.2% | +2.5% | +104.7% | +99.1% |
| All | +22.7% | +139.8% | -117.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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