+19.9%
XBI vs SU
+348.9%
-329.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | +2.2% | -6.9% | -4.9% |
| 30D | -2.0% | +8.4% | -10.4% | -3.1% |
| 3M | +17.8% | +12.1% | +5.7% | +15.8% |
| 6M | +23.7% | +19.7% | +4.0% | +19.7% |
| YTD | +28.2% | +58.4% | -30.2% | +18.3% |
| 1Y | +64.0% | +67.2% | -3.3% | +49.9% |
| 3Y | +99.4% | +125.0% | -25.6% | +71.8% |
| All | +19.9% | +348.9% | -329.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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