+869.9%
XBI vs STT
+347.4%
+522.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.1% | +4.8% | -5.9% | -2.4% |
| 30D | +2.6% | +3.9% | -1.4% | +1.5% |
| 3M | -4.0% | -8.2% | +4.1% | -1.7% |
| 6M | +10.9% | +15.6% | -4.7% | +6.0% |
| YTD | +23.6% | +37.6% | -14.0% | +11.8% |
| 1Y | +35.1% | +50.1% | -15.0% | +19.1% |
| 3Y | +125.2% | +183.1% | -57.9% | +63.7% |
| 5Y | +19.7% | +104.8% | -85.1% | -6.4% |
| 10Y | +130.6% | +201.9% | -71.3% | +54.2% |
| All | +869.9% | +347.4% | +522.5% | +365.9% |
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