+99.4%
XBI vs SPYG
+98.4%
+1.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -4.6% | -0.9% | -3.8% | -4.0% |
| 30D | -2.0% | -1.5% | -0.5% | -1.0% |
| 3M | +17.8% | +3.7% | +14.1% | +14.4% |
| 6M | +23.7% | +16.4% | +7.3% | +10.6% |
| YTD | +28.2% | +13.3% | +14.9% | +16.6% |
| 1Y | +64.0% | +17.9% | +46.1% | +44.9% |
| 3Y | +99.4% | +98.3% | +1.1% | +12.6% |
| All | +99.4% | +98.4% | +1.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling