+955.3%
XBI vs STM
+386.8%
+568.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +0.9% | +5.8% | -4.9% | -0.9% |
| 30D | +7.1% | -1.0% | +8.1% | +7.1% |
| 3M | +22.9% | -33.3% | +56.2% | +36.3% |
| 6M | +29.7% | +57.4% | -27.7% | +6.4% |
| YTD | +34.5% | +102.2% | -67.7% | +0.6% |
| 1Y | +76.1% | +99.6% | -23.5% | +31.1% |
| 3Y | +103.2% | +14.5% | +88.7% | +72.5% |
| 5Y | +22.8% | +21.4% | +1.5% | -0.3% |
| 10Y | +176.3% | +695.0% | -518.7% | +13.2% |
| All | +955.3% | +386.8% | +568.5% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling