+20.8%
XBI vs STM
+21.1%
-0.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.6% | +1.7% | -5.3% | -4.1% |
| 30D | +0.9% | -5.2% | +6.0% | +2.2% |
| 3M | +21.4% | -29.6% | +51.0% | +31.7% |
| 6M | +25.5% | +54.4% | -28.9% | +2.9% |
| YTD | +30.8% | +99.5% | -68.7% | -2.7% |
| 1Y | +68.6% | +100.8% | -32.2% | +23.8% |
| 3Y | +103.9% | +20.2% | +83.8% | +72.5% |
| 5Y | +20.8% | +21.1% | -0.4% | -2.7% |
| All | +20.8% | +21.1% | -0.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling