+869.9%
XBI vs STM
+336.2%
+533.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.1% | +12.0% | -13.1% | -4.6% |
| 30D | +2.6% | -0.4% | +2.9% | +2.2% |
| 3M | -4.0% | -13.2% | +9.2% | -0.8% |
| 6M | +10.9% | -26.1% | +37.0% | +16.7% |
| YTD | +23.6% | +81.2% | -57.6% | -5.2% |
| 1Y | +35.1% | +98.3% | -63.2% | +0.3% |
| 3Y | +125.2% | +16.7% | +108.5% | +87.9% |
| 5Y | +19.7% | -4.8% | +24.6% | +4.3% |
| 10Y | +130.6% | +468.8% | -338.2% | +4.3% |
| All | +869.9% | +336.2% | +533.7% | +280.5% |
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