+906.3%
XBI vs SU
+187.8%
+718.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | +2.2% | -6.9% | -5.2% |
| 30D | -2.0% | +8.4% | -10.4% | -4.0% |
| 3M | +17.8% | +12.1% | +5.7% | +14.1% |
| 6M | +23.7% | +19.7% | +4.0% | +17.1% |
| YTD | +28.2% | +58.4% | -30.2% | +13.1% |
| 1Y | +64.0% | +67.2% | -3.3% | +42.6% |
| 3Y | +99.4% | +125.0% | -25.6% | +58.3% |
| 5Y | +19.3% | +355.1% | -335.7% | -23.9% |
| 10Y | +158.7% | +263.7% | -105.0% | +62.3% |
| All | +906.3% | +187.8% | +718.5% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling