+800.0%
XEL vs SBAC
+2,208.1%
-1,408.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -1.9% | +6.9% | -8.8% | -2.5% |
| 3M | -1.9% | -8.2% | +6.3% | -1.2% |
| 6M | -7.4% | -1.6% | -5.8% | -7.6% |
| YTD | +4.1% | -0.1% | +4.2% | +3.7% |
| 1Y | +8.0% | -0.5% | +8.5% | +7.7% |
| 3Y | +48.4% | -9.1% | +57.5% | +48.7% |
| 5Y | +27.2% | -43.8% | +71.0% | +32.5% |
| 10Y | +146.8% | +80.5% | +66.3% | +136.4% |
| All | +800.0% | +2,208.1% | -1,408.1% | +545.9% |
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