+65.0%
XLF vs SBAC
-45.4%
+110.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | -2.9% | -5.3% | +2.4% | -1.9% |
| 30D | -1.6% | +0.4% | -2.0% | -1.7% |
| 3M | +9.3% | -11.9% | +21.2% | +11.6% |
| 6M | +14.6% | -4.5% | +19.1% | +14.7% |
| YTD | +4.7% | -4.3% | +9.1% | +4.6% |
| 1Y | +8.6% | -3.9% | +12.5% | +8.3% |
| 3Y | +73.9% | -11.0% | +84.9% | +72.9% |
| 5Y | +65.0% | -44.1% | +109.1% | +82.0% |
| All | +65.0% | -45.4% | +110.4% | +82.0% |
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