+874.1%
XBI vs STM
+333.7%
+540.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | +1.9% | +16.3% | -14.4% | -2.9% |
| 30D | +3.0% | -6.3% | +9.3% | +4.5% |
| 3M | -5.1% | -14.1% | +9.0% | -1.7% |
| 6M | +12.2% | -19.6% | +31.8% | +14.6% |
| YTD | +24.1% | +80.1% | -56.0% | -4.6% |
| 1Y | +33.1% | +95.4% | -62.3% | -0.7% |
| 3Y | +127.3% | +14.7% | +112.6% | +90.8% |
| 5Y | +20.2% | -5.4% | +25.6% | +5.0% |
| 10Y | +131.6% | +465.5% | -333.9% | +4.9% |
| All | +874.1% | +333.7% | +540.4% | +282.9% |
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