+40.4%
XLB vs SBAC
-10.4%
+50.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | +6.1% | +11.2% | -5.1% | +4.3% |
| 3M | 0.0% | +4.5% | -4.4% | -0.8% |
| 6M | 0.0% | -12.2% | +12.1% | +1.7% |
| YTD | +16.0% | -0.1% | +16.2% | +15.4% |
| 1Y | +24.7% | -0.3% | +25.0% | +24.0% |
| 3Y | +40.4% | -8.7% | +49.1% | +39.3% |
| All | +40.4% | -10.4% | +50.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling