+606.4%
XLB vs SBAC
+2,207.9%
-1,601.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | +6.1% | +11.2% | -5.1% | +4.5% |
| 3M | 0.0% | +4.5% | -4.4% | -0.7% |
| 6M | 0.0% | -12.2% | +12.1% | +1.3% |
| YTD | +16.0% | -0.1% | +16.2% | +15.2% |
| 1Y | +24.7% | -0.3% | +25.0% | +23.8% |
| 3Y | +40.4% | -8.7% | +49.1% | +40.1% |
| 5Y | +30.7% | -40.2% | +70.8% | +36.8% |
| 10Y | +173.3% | +97.3% | +75.9% | +146.6% |
| All | +606.4% | +2,207.9% | -1,601.5% | +353.9% |
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 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