+609.8%
XLB vs SBAC
+2,208.1%
-1,598.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -0.4% | +6.9% | -7.3% | -1.3% |
| 3M | +2.0% | -8.2% | +10.2% | +2.9% |
| 6M | +1.8% | -1.6% | +3.5% | +1.5% |
| YTD | +16.6% | -0.1% | +16.7% | +15.8% |
| 1Y | +16.9% | -0.5% | +17.4% | +16.2% |
| 3Y | +32.6% | -9.1% | +41.6% | +32.4% |
| 5Y | +35.6% | -43.8% | +79.4% | +43.2% |
| 10Y | +160.0% | +80.5% | +79.5% | +137.3% |
| All | +609.8% | +2,208.1% | -1,598.4% | +356.5% |
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