+877.9%
XEL vs SBAC
+2,222.3%
-1,344.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | +8.3% | +5.5% | +2.8% | +7.7% |
| 3M | +4.2% | +3.1% | +1.1% | +3.8% |
| 6M | +3.7% | -7.0% | +10.7% | +4.2% |
| YTD | +13.1% | +0.5% | +12.6% | +12.5% |
| 1Y | +5.0% | +0.2% | +4.8% | +4.5% |
| 3Y | +55.0% | -7.4% | +62.3% | +55.0% |
| 5Y | +51.8% | -39.7% | +91.5% | +57.1% |
| 10Y | +185.6% | +112.5% | +73.1% | +170.4% |
| All | +877.9% | +2,222.3% | -1,344.5% | +600.8% |
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 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