+128.8%
XLP vs SBAC
+97.3%
+31.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.7% |
| 30D | +8.9% | +4.3% | +4.6% | +7.7% |
| 3M | +7.5% | +4.1% | +3.3% | +6.1% |
| 6M | +9.4% | -11.6% | +21.1% | +12.3% |
| YTD | +19.3% | +0.4% | +18.9% | +17.5% |
| 1Y | +21.7% | -1.1% | +22.8% | +20.3% |
| 3Y | +44.0% | -7.3% | +51.2% | +42.7% |
| 5Y | +42.8% | -40.8% | +83.5% | +59.1% |
| 10Y | +128.8% | +103.0% | +25.8% | +83.9% |
| All | +128.8% | +97.3% | +31.5% | +83.9% |
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 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