+955.3%
XBI vs SPGI
+1,201.4%
-246.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.3% |
| 7D | +0.9% | +0.1% | +0.7% | +0.7% |
| 30D | +7.1% | +8.4% | -1.3% | +3.1% |
| 3M | +22.9% | +11.8% | +11.1% | +15.6% |
| 6M | +29.7% | +5.7% | +24.0% | +24.8% |
| YTD | +34.5% | -9.7% | +44.2% | +37.4% |
| 1Y | +76.1% | -12.5% | +88.5% | +81.5% |
| 3Y | +103.2% | +21.8% | +81.4% | +79.0% |
| 5Y | +22.8% | +8.2% | +14.7% | +13.3% |
| 10Y | +176.3% | +309.5% | -133.2% | +40.9% |
| All | +955.3% | +1,201.4% | -246.0% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling