+164.2%
XLB vs SBAC
+114.8%
+49.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +5.2% | +5.5% | -0.3% | +3.5% |
| 3M | +0.3% | +3.1% | -2.8% | -0.8% |
| 6M | +1.2% | -7.0% | +8.2% | +2.5% |
| YTD | +16.6% | +0.5% | +16.2% | +14.3% |
| 1Y | +21.4% | +0.2% | +21.2% | +19.1% |
| 3Y | +43.2% | -7.4% | +50.6% | +41.1% |
| 5Y | +28.0% | -39.7% | +67.7% | +43.4% |
| All | +164.2% | +114.8% | +49.4% | +131.9% |
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 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