+80.9%
XLI vs SBAC
-44.9%
+125.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -6.9% | +3.9% | -10.8% | -7.6% |
| 3M | -1.9% | -8.2% | +6.3% | -0.6% |
| 6M | +1.0% | -2.8% | +3.8% | +0.9% |
| YTD | +11.3% | -1.5% | +12.9% | +10.7% |
| 1Y | +15.8% | 0.0% | +15.8% | +14.6% |
| 3Y | +69.8% | -8.4% | +78.2% | +67.9% |
| 5Y | +80.9% | -43.5% | +124.4% | +100.7% |
| All | +80.9% | -44.9% | +125.8% | +100.7% |
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