+853.7%
XLI vs SBAC
+2,208.1%
-1,354.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -5.9% | +6.9% | -12.9% | -6.7% |
| 3M | -0.3% | -8.2% | +8.0% | +0.5% |
| 6M | +0.1% | -1.6% | +1.8% | -0.3% |
| YTD | +13.6% | -0.1% | +13.7% | +12.8% |
| 1Y | +17.2% | -0.5% | +17.6% | +16.4% |
| 3Y | +68.2% | -9.1% | +77.3% | +67.6% |
| 5Y | +80.7% | -43.8% | +124.5% | +89.7% |
| 10Y | +253.3% | +80.5% | +172.7% | +223.2% |
| All | +853.7% | +2,208.1% | -1,354.5% | +549.5% |
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 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