+148.7%
XLK vs XBI
+19.1%
+129.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.2% | -4.6% | +4.9% | +2.3% |
| 30D | -0.6% | -2.0% | +1.4% | 0.0% |
| 3M | +2.6% | +17.8% | -15.2% | -5.0% |
| 6M | +34.0% | +23.7% | +10.2% | +21.1% |
| YTD | +30.7% | +28.2% | +2.4% | +16.1% |
| 1Y | +39.2% | +64.0% | -24.8% | +10.7% |
| 3Y | +120.4% | +99.4% | +21.0% | +57.5% |
| All | +148.7% | +19.1% | +129.6% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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