+943.2%
XBI vs SPY
+782.2%
+161.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.5% |
| 30D | +2.9% | -0.9% | +3.8% | +3.9% |
| 3M | +26.2% | +3.9% | +22.3% | +21.2% |
| 6M | +30.7% | +14.5% | +16.2% | +14.0% |
| YTD | +32.9% | +12.9% | +20.0% | +17.5% |
| 1Y | +72.3% | +19.4% | +52.9% | +43.9% |
| 3Y | +107.2% | +78.5% | +28.7% | +14.7% |
| 5Y | +23.2% | +81.8% | -58.6% | -31.9% |
| 10Y | +158.5% | +311.5% | -153.0% | -34.6% |
| All | +943.2% | +782.2% | +161.0% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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