+164.5%
XLB vs SBAC
+78.4%
+86.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -3.4% | +3.9% | -7.2% | -4.4% |
| 3M | +1.6% | -8.2% | +9.8% | +3.7% |
| 6M | +3.6% | -2.8% | +6.4% | +3.1% |
| YTD | +14.2% | -1.5% | +15.8% | +12.9% |
| 1Y | +15.6% | 0.0% | +15.6% | +13.5% |
| 3Y | +33.1% | -8.4% | +41.5% | +31.6% |
| 5Y | +35.0% | -43.5% | +78.6% | +54.4% |
| 10Y | +164.5% | +86.9% | +77.6% | +138.4% |
| All | +164.5% | +78.4% | +86.2% | +138.4% |
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