+19.9%
XBI vs STZ
-37.6%
+57.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -4.6% | -4.5% | -0.2% | -3.5% |
| 30D | -2.0% | -8.6% | +6.6% | +0.2% |
| 3M | +17.8% | -13.8% | +31.6% | +22.1% |
| 6M | +23.7% | -17.2% | +40.9% | +29.2% |
| YTD | +28.2% | -9.4% | +37.6% | +28.7% |
| 1Y | +64.0% | -11.9% | +75.8% | +65.8% |
| 3Y | +99.4% | -49.6% | +149.0% | +147.6% |
| All | +19.9% | -37.6% | +57.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling