+1,220.1%
XLK vs SBAC
+2,175.2%
-955.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | +0.8% | +3.9% | -3.0% | +0.2% |
| 3M | +4.1% | -8.2% | +12.2% | +5.1% |
| 6M | +34.8% | -2.8% | +37.5% | +34.1% |
| YTD | +30.8% | -1.5% | +32.3% | +29.7% |
| 1Y | +42.4% | 0.0% | +42.3% | +40.7% |
| 3Y | +121.8% | -8.4% | +130.2% | +119.2% |
| 5Y | +146.6% | -43.5% | +190.1% | +162.0% |
| 10Y | +804.3% | +86.9% | +717.3% | +701.9% |
| All | +1,220.1% | +2,175.2% | -955.2% | +665.9% |
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