+150.7%
XBI vs STT
+267.9%
-117.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.6% | -1.4% | -3.2% | -4.1% |
| 30D | -0.8% | +2.2% | -3.0% | -1.8% |
| 3M | +21.8% | +18.8% | +3.0% | +13.3% |
| 6M | +23.2% | +57.9% | -34.7% | +2.0% |
| YTD | +28.7% | +51.0% | -22.3% | +8.1% |
| 1Y | +67.8% | +77.1% | -9.4% | +31.8% |
| 3Y | +100.6% | +199.8% | -99.2% | +26.3% |
| 5Y | +19.8% | +156.0% | -136.1% | -22.6% |
| All | +150.7% | +267.9% | -117.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling