+34.5%
XHB vs SBAC
-44.9%
+79.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -8.3% | +3.9% | -12.2% | -9.5% |
| 3M | -7.1% | -8.2% | +1.0% | -4.9% |
| 6M | -5.3% | -2.8% | -2.5% | -5.7% |
| YTD | -3.2% | -1.5% | -1.7% | -4.4% |
| 1Y | -13.9% | 0.0% | -13.9% | -15.6% |
| 3Y | +24.9% | -8.4% | +33.3% | +23.6% |
| 5Y | +34.5% | -43.5% | +78.1% | +60.3% |
| All | +34.5% | -44.9% | +79.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling