+248.8%
XLF vs SBAC
+87.1%
+161.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.1% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -1.2% | +2.0% | -3.2% | -1.7% |
| 3M | +9.2% | -8.3% | +17.5% | +11.2% |
| 6M | +16.3% | +0.3% | +16.0% | +14.9% |
| YTD | +5.4% | -2.2% | +7.6% | +4.5% |
| 1Y | +7.6% | -4.6% | +12.2% | +7.3% |
| 3Y | +74.2% | -8.3% | +82.5% | +71.6% |
| 5Y | +66.1% | -42.8% | +109.0% | +86.3% |
| All | +248.8% | +87.1% | +161.7% | +242.4% |
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 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