+149.7%
XBI vs SO
+159.0%
-9.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.6% | -1.1% | -3.6% | -4.4% |
| 30D | -2.0% | -5.0% | +3.0% | -0.7% |
| 3M | +17.8% | -5.8% | +23.6% | +19.5% |
| 6M | +23.7% | -7.9% | +31.7% | +26.1% |
| YTD | +28.2% | +2.4% | +25.8% | +26.7% |
| 1Y | +64.0% | -2.3% | +66.2% | +64.0% |
| 3Y | +99.4% | +41.9% | +57.5% | +77.4% |
| 5Y | +19.3% | +58.1% | -38.7% | +2.5% |
| All | +149.7% | +159.0% | -9.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling