+19.9%
XBI vs SPGI
-0.2%
+20.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -7.4% | +2.7% | -1.3% |
| 30D | -2.0% | +0.4% | -2.4% | -2.5% |
| 3M | +17.8% | +5.3% | +12.5% | +13.4% |
| 6M | +23.7% | +1.7% | +22.1% | +20.8% |
| YTD | +28.2% | -16.4% | +44.6% | +37.2% |
| 1Y | +64.0% | -20.5% | +84.5% | +79.9% |
| 3Y | +99.4% | +14.2% | +85.2% | +70.8% |
| All | +19.9% | -0.2% | +20.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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