+145.6%
XLK vs SBAC
-45.4%
+190.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.0% |
| 7D | -0.4% | -5.3% | +4.9% | +0.4% |
| 30D | -0.5% | +0.4% | -0.9% | -0.5% |
| 3M | +5.0% | -11.9% | +16.9% | +6.9% |
| 6M | +32.9% | -4.5% | +37.3% | +32.5% |
| YTD | +29.0% | -4.3% | +33.3% | +28.3% |
| 1Y | +37.8% | -3.9% | +41.7% | +36.8% |
| 3Y | +118.7% | -11.0% | +129.7% | +113.9% |
| 5Y | +145.6% | -44.1% | +189.6% | +190.1% |
| All | +145.6% | -45.4% | +190.9% | +190.1% |
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