+788.5%
XLK vs SBAC
+87.1%
+701.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | -0.6% | +2.0% | -2.6% | -1.2% |
| 3M | +2.6% | -8.3% | +10.9% | +4.6% |
| 6M | +34.0% | +0.3% | +33.6% | +31.3% |
| YTD | +30.7% | -2.2% | +32.9% | +28.6% |
| 1Y | +39.2% | -4.6% | +43.8% | +37.9% |
| 3Y | +120.4% | -8.3% | +128.7% | +112.1% |
| 5Y | +148.8% | -42.8% | +191.6% | +188.9% |
| All | +788.5% | +87.1% | +701.3% | +616.8% |
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