+943.2%
XBI vs SBAC
+908.9%
+34.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +2.9% | +3.2% | -0.3% | +1.6% |
| 3M | +26.2% | -5.1% | +31.3% | +27.7% |
| 6M | +30.7% | -2.1% | +32.8% | +29.1% |
| YTD | +32.9% | -0.5% | +33.4% | +30.0% |
| 1Y | +72.3% | +1.1% | +71.1% | +67.1% |
| 3Y | +107.2% | -7.4% | +114.6% | +102.8% |
| 5Y | +23.2% | -44.3% | +67.5% | +44.6% |
| 10Y | +158.5% | +77.6% | +81.0% | +90.3% |
| All | +943.2% | +908.9% | +34.3% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling