+170.7%
XLE vs SBAC
+76.8%
+93.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +12.6% | +3.2% | +9.4% | +11.9% |
| 3M | +11.8% | -5.1% | +16.9% | +12.8% |
| 6M | +16.1% | -2.1% | +18.2% | +15.5% |
| YTD | +46.9% | -0.5% | +47.4% | +45.3% |
| 1Y | +53.3% | +1.1% | +52.1% | +50.9% |
| 3Y | +54.9% | -7.4% | +62.4% | +52.3% |
| 5Y | +225.7% | -44.3% | +270.0% | +261.9% |
| 10Y | +170.7% | +77.6% | +93.1% | +131.6% |
| All | +170.7% | +76.8% | +93.9% | +131.6% |
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