+149.7%
XBI vs SBAC
+87.1%
+62.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -4.6% | -2.1% | -2.5% | -4.0% |
| 30D | -2.0% | +2.0% | -4.0% | -2.7% |
| 3M | +17.8% | -8.3% | +26.1% | +20.5% |
| 6M | +23.7% | +0.3% | +23.4% | +21.4% |
| YTD | +28.2% | -2.2% | +30.4% | +26.4% |
| 1Y | +64.0% | -4.6% | +68.6% | +63.0% |
| 3Y | +99.4% | -8.3% | +107.7% | +96.1% |
| 5Y | +19.3% | -42.8% | +62.2% | +39.1% |
| All | +149.7% | +87.1% | +62.6% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling