+776.4%
XLE vs SBAC
+2,219.2%
-1,442.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -7.9% | +3.0% | -10.9% | -8.3% |
| 30D | -4.8% | +4.3% | -9.1% | -5.4% |
| 3M | +8.4% | +4.1% | +4.2% | +7.7% |
| 6M | +12.7% | -11.6% | +24.3% | +13.9% |
| YTD | +41.3% | +0.4% | +40.9% | +40.1% |
| 1Y | +42.3% | -1.1% | +43.4% | +41.4% |
| 3Y | +65.1% | -7.3% | +72.3% | +63.9% |
| 5Y | +150.2% | -40.8% | +191.0% | +159.7% |
| 10Y | +163.9% | +103.0% | +61.0% | +136.9% |
| All | +776.4% | +2,219.2% | -1,442.8% | +489.4% |
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