+64.0%
XBI vs SO
-1.6%
+65.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -4.6% | -1.1% | -3.6% | -4.7% |
| 30D | -2.0% | -5.0% | +3.0% | -2.5% |
| 3M | +17.8% | -5.8% | +23.6% | +17.2% |
| 6M | +23.7% | -7.9% | +31.7% | +22.9% |
| YTD | +28.2% | +2.4% | +25.8% | +29.6% |
| 1Y | +64.0% | -2.3% | +66.2% | +67.7% |
| All | +64.0% | -1.6% | +65.6% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling