+150.7%
XBI vs STM
+660.7%
-510.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -0.8% | -7.8% | +7.0% | +1.6% |
| 3M | +21.8% | -28.2% | +50.0% | +32.4% |
| 6M | +23.2% | +52.0% | -28.8% | +0.9% |
| YTD | +28.7% | +96.4% | -67.6% | -4.7% |
| 1Y | +67.8% | +98.8% | -31.1% | +22.3% |
| 3Y | +100.6% | +18.3% | +82.4% | +66.7% |
| 5Y | +19.8% | +17.7% | +2.1% | -3.7% |
| All | +150.7% | +660.7% | -510.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling