+955.3%
XBI vs STT
+398.5%
+556.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +7.1% | +3.9% | +3.2% | +5.8% |
| 3M | +22.9% | +20.0% | +2.9% | +16.2% |
| 6M | +29.7% | +55.3% | -25.6% | +13.4% |
| YTD | +34.5% | +53.3% | -18.9% | +17.8% |
| 1Y | +76.1% | +74.7% | +1.4% | +48.2% |
| 3Y | +103.2% | +205.8% | -102.6% | +44.3% |
| 5Y | +22.8% | +145.0% | -122.2% | -8.9% |
| 10Y | +176.3% | +266.0% | -89.7% | +75.3% |
| All | +955.3% | +398.5% | +556.9% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling