+910.3%
XBI vs SPYG
+1,114.1%
-203.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.8% |
| 7D | -4.6% | -1.8% | -2.8% | -2.8% |
| 30D | -0.8% | -1.9% | +1.1% | +1.1% |
| 3M | +21.8% | +5.2% | +16.7% | +15.3% |
| 6M | +23.2% | +15.6% | +7.6% | +6.1% |
| YTD | +28.7% | +12.4% | +16.3% | +13.8% |
| 1Y | +67.8% | +17.5% | +50.3% | +41.5% |
| 3Y | +100.6% | +98.1% | +2.6% | -3.1% |
| 5Y | +19.8% | +84.9% | -65.1% | -37.6% |
| 10Y | +159.7% | +417.7% | -257.9% | -53.2% |
| All | +910.3% | +1,114.1% | -203.8% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling