+149.7%
XBI vs STZ
-11.3%
+161.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -4.6% | -4.5% | -0.2% | -3.3% |
| 30D | -2.0% | -8.6% | +6.6% | +0.6% |
| 3M | +17.8% | -13.8% | +31.6% | +22.8% |
| 6M | +23.7% | -17.2% | +40.9% | +30.0% |
| YTD | +28.2% | -9.4% | +37.6% | +29.7% |
| 1Y | +64.0% | -11.9% | +75.8% | +67.0% |
| 3Y | +99.4% | -49.6% | +149.0% | +144.4% |
| 5Y | +19.3% | -37.2% | +56.5% | +34.2% |
| All | +149.7% | -11.3% | +161.0% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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