+177.1%
XHB vs SBAC
+919.2%
-742.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | 0.0% |
| 7D | -0.2% | +0.6% | -0.8% | -0.5% |
| 30D | +9.9% | +5.5% | +4.5% | +7.1% |
| 3M | -6.3% | +3.1% | -9.4% | -8.1% |
| 6M | +3.8% | -7.0% | +10.9% | +5.6% |
| YTD | +0.1% | +0.5% | -0.4% | -3.8% |
| 1Y | -0.8% | +0.2% | -1.0% | -4.7% |
| 3Y | +35.6% | -7.4% | +43.0% | +31.8% |
| 5Y | +29.6% | -39.7% | +69.3% | +52.5% |
| 10Y | +237.5% | +112.5% | +125.0% | +94.8% |
| All | +177.1% | +919.2% | -742.1% | -34.9% |
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