+35.8%
XLC vs SBAC
-40.3%
+76.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.6% |
| 30D | -5.8% | +11.2% | -17.0% | -7.9% |
| 3M | -5.4% | +4.5% | -9.9% | -6.5% |
| 6M | -10.2% | -12.2% | +2.0% | -8.2% |
| YTD | -10.2% | -0.1% | -10.0% | -11.1% |
| 1Y | -5.6% | -0.3% | -5.4% | -6.6% |
| 3Y | +61.0% | -8.7% | +69.7% | +59.0% |
| All | +35.8% | -40.3% | +76.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling