+253.9%
XLI vs SBAC
+87.1%
+166.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -7.3% | +2.0% | -9.3% | -7.8% |
| 3M | -1.3% | -8.3% | +7.0% | +0.4% |
| 6M | +2.2% | +0.3% | +1.9% | +0.8% |
| YTD | +11.7% | -2.2% | +13.9% | +10.7% |
| 1Y | +14.3% | -4.6% | +18.9% | +13.9% |
| 3Y | +70.3% | -8.3% | +78.6% | +67.5% |
| 5Y | +82.3% | -42.8% | +125.2% | +105.2% |
| All | +253.9% | +87.1% | +166.8% | +219.5% |
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