+149.9%
XLE vs SBAC
-40.3%
+190.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -12.0% | +1.2% | -13.2% | -12.1% |
| 30D | -2.7% | +11.2% | -13.9% | -3.9% |
| 3M | +6.6% | +4.5% | +2.1% | +5.9% |
| 6M | +9.5% | -12.2% | +21.7% | +10.9% |
| YTD | +40.6% | -0.1% | +40.7% | +39.6% |
| 1Y | +43.6% | -0.3% | +43.9% | +42.6% |
| 3Y | +58.1% | -8.7% | +66.8% | +56.7% |
| All | +149.9% | -40.3% | +190.3% | +160.0% |
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