+142.5%
XLC vs SBAC
+33.1%
+109.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.8% | -0.8% | -0.1% | -0.6% |
| 30D | +1.0% | +6.9% | -5.9% | -0.8% |
| 3M | -0.7% | -8.2% | +7.5% | +1.4% |
| 6M | -5.1% | -1.6% | -3.5% | -5.8% |
| YTD | -4.3% | -0.1% | -4.2% | -5.6% |
| 1Y | -0.6% | -0.5% | -0.1% | -2.0% |
| 3Y | +72.7% | -9.1% | +81.8% | +69.9% |
| 5Y | +38.0% | -43.8% | +81.8% | +60.0% |
| All | +142.5% | +33.1% | +109.4% | +95.4% |
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