+943.2%
XBI vs SPG
+562.7%
+380.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +2.9% | -4.9% | +7.8% | +4.4% |
| 3M | +26.2% | +3.3% | +22.9% | +24.8% |
| 6M | +30.7% | +11.2% | +19.5% | +26.5% |
| YTD | +32.9% | +17.1% | +15.9% | +26.6% |
| 1Y | +72.3% | +21.6% | +50.7% | +62.2% |
| 3Y | +107.2% | +111.9% | -4.7% | +66.0% |
| 5Y | +23.2% | +106.9% | -83.8% | -1.0% |
| 10Y | +158.5% | +62.2% | +96.3% | +103.1% |
| All | +943.2% | +562.7% | +380.5% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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