+37.0%
XHB vs SBAC
-6.8%
+43.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -4.1% | -2.8% | -1.3% | -3.5% |
| 30D | +9.6% | +3.1% | +6.5% | +8.8% |
| 3M | -6.0% | +5.1% | -11.2% | -7.2% |
| 6M | +2.2% | -11.4% | +13.6% | +5.0% |
| YTD | +1.1% | +0.2% | +1.0% | +0.4% |
| 1Y | -1.7% | -3.9% | +2.2% | -1.0% |
| All | +37.0% | -6.8% | +43.8% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling