+926.8%
XBI vs SPYM
+793.1%
+133.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -3.6% | -0.4% | -3.3% | -3.3% |
| 30D | +0.9% | -1.4% | +2.2% | +2.2% |
| 3M | +21.4% | +3.7% | +17.7% | +17.0% |
| 6M | +25.5% | +13.0% | +12.5% | +11.4% |
| YTD | +30.8% | +12.5% | +18.4% | +16.7% |
| 1Y | +68.6% | +18.6% | +50.0% | +42.7% |
| 3Y | +103.9% | +78.0% | +25.9% | +16.0% |
| 5Y | +20.8% | +82.3% | -61.5% | -31.6% |
| 10Y | +164.0% | +322.9% | -158.9% | -29.4% |
| All | +926.8% | +793.1% | +133.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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