+869.9%
XBI vs SO
+594.3%
+275.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -1.1% | +1.4% | -2.4% | -1.5% |
| 30D | +2.6% | +4.7% | -2.1% | +0.8% |
| 3M | -4.0% | +1.7% | -5.7% | -4.8% |
| 6M | +10.9% | +2.2% | +8.8% | +9.6% |
| YTD | +23.6% | +10.0% | +13.6% | +18.4% |
| 1Y | +35.1% | +6.0% | +29.1% | +31.1% |
| 3Y | +125.2% | +54.1% | +71.1% | +87.0% |
| 5Y | +19.7% | +79.6% | -59.9% | -7.4% |
| 10Y | +130.6% | +195.5% | -64.9% | +38.6% |
| All | +869.9% | +594.3% | +275.6% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling