+389.0%
XLF vs SBAC
+2,222.3%
-1,833.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +2.7% | +0.6% | +2.0% | +2.6% |
| 30D | +7.6% | +5.5% | +2.2% | +6.7% |
| 3M | +1.1% | +3.1% | -2.0% | +0.5% |
| 6M | +15.9% | -7.0% | +22.9% | +16.7% |
| YTD | +8.4% | +0.5% | +8.0% | +7.3% |
| 1Y | +12.5% | +0.2% | +12.3% | +11.4% |
| 3Y | +81.6% | -7.4% | +88.9% | +80.2% |
| 5Y | +59.3% | -39.7% | +99.0% | +67.4% |
| 10Y | +225.4% | +112.5% | +112.9% | +182.2% |
| All | +389.0% | +2,222.3% | -1,833.4% | +214.3% |
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