+20.2%
XBI vs STM
-4.9%
+25.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | +1.9% | +16.3% | -14.4% | -2.4% |
| 30D | +3.0% | -6.3% | +9.3% | +4.3% |
| 3M | -5.1% | -14.1% | +9.0% | -2.0% |
| 6M | +12.2% | -19.6% | +31.8% | +13.7% |
| YTD | +24.1% | +80.1% | -56.0% | -5.8% |
| 1Y | +33.1% | +95.4% | -62.3% | -2.0% |
| 3Y | +127.3% | +14.7% | +112.6% | +91.9% |
| 5Y | +20.2% | -5.4% | +25.6% | +4.9% |
| All | +20.2% | -4.9% | +25.1% | +4.9% |
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