+94.0%
XBI vs SPOT
+218.6%
-124.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | -0.9% | -2.9% | +2.0% | -0.1% |
| 30D | +2.9% | +8.3% | -5.4% | +0.3% |
| 3M | +26.2% | +5.1% | +21.1% | +23.7% |
| 6M | +30.7% | -6.5% | +37.2% | +31.2% |
| YTD | +32.9% | -9.0% | +41.9% | +33.1% |
| 1Y | +72.3% | -26.4% | +98.7% | +83.4% |
| 3Y | +107.2% | +240.0% | -132.8% | +26.3% |
| 5Y | +23.2% | +111.7% | -88.6% | -18.9% |
| All | +94.0% | +218.6% | -124.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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