+164.2%
XLB vs SBAC
+103.9%
+60.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +0.5% | +3.6% | -3.2% | -0.5% |
| 30D | +6.9% | +4.9% | +2.0% | +5.4% |
| 3M | -0.2% | +6.5% | -6.6% | -2.2% |
| 6M | +3.3% | -11.1% | +14.4% | +6.0% |
| YTD | +18.0% | +0.9% | +17.1% | +15.6% |
| 1Y | +24.2% | -1.6% | +25.8% | +22.5% |
| 3Y | +44.7% | -7.0% | +51.7% | +42.4% |
| 5Y | +31.6% | -39.2% | +70.8% | +47.0% |
| 10Y | +164.2% | +111.4% | +52.9% | +131.0% |
| All | +164.2% | +103.9% | +60.3% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling