+178.7%
XHB vs SBAC
+913.0%
-734.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.5% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | -6.9% | +6.9% | -13.8% | -9.9% |
| 3M | -1.3% | -8.2% | +7.0% | +1.8% |
| 6M | -6.8% | -1.6% | -5.2% | -8.8% |
| YTD | +0.7% | -0.1% | +0.8% | -2.5% |
| 1Y | -11.2% | -0.5% | -10.8% | -14.2% |
| 3Y | +25.3% | -9.1% | +34.4% | +23.1% |
| 5Y | +37.3% | -43.8% | +81.1% | +67.7% |
| 10Y | +211.5% | +80.5% | +131.0% | +96.2% |
| All | +178.7% | +913.0% | -734.2% | -34.1% |
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