+618.6%
XLB vs SBAC
+2,232.4%
-1,613.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +0.5% | +3.6% | -3.2% | 0.0% |
| 30D | +6.9% | +4.9% | +2.0% | +6.2% |
| 3M | -0.2% | +6.5% | -6.6% | -1.1% |
| 6M | +3.3% | -11.1% | +14.4% | +4.5% |
| YTD | +18.0% | +0.9% | +17.1% | +17.0% |
| 1Y | +24.2% | -1.6% | +25.8% | +23.5% |
| 3Y | +44.7% | -7.0% | +51.7% | +44.1% |
| 5Y | +31.6% | -39.2% | +70.8% | +37.5% |
| 10Y | +164.2% | +111.4% | +52.9% | +136.6% |
| All | +618.6% | +2,232.4% | -1,613.8% | +361.1% |
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