+179.9%
XHB vs SBAC
+916.1%
-736.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -4.1% | -2.8% | -1.3% | -2.8% |
| 30D | +9.6% | +3.1% | +6.5% | +7.9% |
| 3M | -6.0% | +5.1% | -11.2% | -8.7% |
| 6M | +2.2% | -11.4% | +13.6% | +6.4% |
| YTD | +1.1% | +0.2% | +1.0% | -2.7% |
| 1Y | -1.7% | -3.9% | +2.2% | -3.6% |
| 3Y | +36.5% | -7.7% | +44.1% | +32.8% |
| 5Y | +33.5% | -39.7% | +73.2% | +57.1% |
| 10Y | +240.9% | +111.9% | +129.0% | +97.0% |
| All | +179.9% | +916.1% | -736.3% | -34.2% |
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 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