+147.5%
XEL vs SBAC
+83.0%
+64.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.1% |
| 7D | -1.2% | -5.3% | +4.1% | +0.8% |
| 30D | -2.9% | +0.4% | -3.3% | -3.1% |
| 3M | -2.7% | -11.9% | +9.2% | +1.6% |
| 6M | -6.5% | -4.5% | -2.0% | -6.5% |
| YTD | +3.6% | -4.3% | +8.0% | +3.3% |
| 1Y | +7.5% | -3.9% | +11.4% | +6.7% |
| 3Y | +46.3% | -11.0% | +57.3% | +46.6% |
| 5Y | +30.5% | -44.1% | +74.6% | +56.7% |
| All | +147.5% | +83.0% | +64.5% | +91.0% |
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