+136.0%
XLC vs SBAC
+33.9%
+102.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +3.7% | +0.6% | +3.1% | +3.6% |
| 30D | -1.9% | +5.5% | -7.4% | -3.4% |
| 3M | -3.1% | +3.1% | -6.2% | -4.2% |
| 6M | -6.4% | -7.0% | +0.7% | -5.1% |
| YTD | -6.8% | +0.5% | -7.3% | -8.5% |
| 1Y | -1.7% | +0.2% | -1.9% | -3.5% |
| 3Y | +64.7% | -7.4% | +72.0% | +61.0% |
| 5Y | +41.1% | -39.7% | +80.8% | +59.2% |
| All | +136.0% | +33.9% | +102.1% | +89.3% |
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 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