+99.4%
XBI vs SBAC
-9.4%
+108.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -4.6% | -2.1% | -2.5% | -4.3% |
| 30D | -2.0% | +2.0% | -4.0% | -2.4% |
| 3M | +17.8% | -8.3% | +26.1% | +19.4% |
| 6M | +23.7% | +0.3% | +23.4% | +22.7% |
| YTD | +28.2% | -2.2% | +30.4% | +27.7% |
| 1Y | +64.0% | -4.6% | +68.6% | +64.2% |
| 3Y | +99.4% | -8.3% | +107.7% | +96.1% |
| All | +99.4% | -9.4% | +108.8% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling