+801.0%
XLE vs SBAC
+2,208.1%
-1,407.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +11.8% | +6.9% | +4.9% | +10.9% |
| 3M | +9.8% | -8.2% | +18.1% | +10.8% |
| 6M | +15.6% | -1.6% | +17.2% | +15.2% |
| YTD | +45.3% | -0.1% | +45.4% | +44.4% |
| 1Y | +48.3% | -0.5% | +48.8% | +47.4% |
| 3Y | +55.4% | -9.1% | +64.5% | +54.7% |
| 5Y | +216.1% | -43.8% | +259.9% | +230.4% |
| 10Y | +178.4% | +80.5% | +97.9% | +153.3% |
| All | +801.0% | +2,208.1% | -1,407.1% | +507.2% |
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