+233.4%
XHB vs SBAC
+114.8%
+118.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +9.9% | +5.5% | +4.5% | +7.7% |
| 3M | -6.3% | +3.1% | -9.4% | -7.6% |
| 6M | +3.8% | -7.0% | +10.9% | +5.5% |
| YTD | +0.1% | +0.5% | -0.4% | -2.6% |
| 1Y | -0.8% | +0.2% | -1.0% | -3.5% |
| 3Y | +35.6% | -7.4% | +43.0% | +33.3% |
| 5Y | +29.6% | -39.7% | +69.3% | +50.9% |
| All | +233.4% | +114.8% | +118.6% | +171.7% |
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