+955.3%
XBI vs STZ
+479.6%
+475.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | +7.1% | -1.9% | +8.9% | +7.5% |
| 3M | +22.9% | -6.2% | +29.1% | +24.7% |
| 6M | +29.7% | -14.0% | +43.7% | +34.9% |
| YTD | +34.5% | -5.1% | +39.6% | +34.4% |
| 1Y | +76.1% | -9.6% | +85.6% | +78.4% |
| 3Y | +103.2% | -47.2% | +150.4% | +143.5% |
| 5Y | +22.8% | -33.6% | +56.4% | +35.3% |
| 10Y | +176.3% | -9.8% | +186.0% | +162.0% |
| All | +955.3% | +479.6% | +475.7% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling