+69.9%
XLI vs SBAC
-39.6%
+109.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +3.8% | +0.6% | +3.1% | +3.6% |
| 30D | +1.0% | +5.5% | -4.4% | 0.0% |
| 3M | -8.9% | +3.1% | -12.0% | -9.6% |
| 6M | -2.3% | -7.0% | +4.7% | -1.4% |
| YTD | +9.7% | +0.5% | +9.2% | +8.5% |
| 1Y | +12.3% | +0.2% | +12.1% | +11.1% |
| 3Y | +71.5% | -7.4% | +78.8% | +69.3% |
| All | +69.9% | -39.6% | +109.5% | +86.2% |
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