+41.9%
XLP vs SBAC
-10.4%
+52.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | +10.3% | +11.2% | -0.9% | +8.1% |
| 3M | +6.5% | +4.5% | +2.1% | +5.5% |
| 6M | +8.4% | -12.2% | +20.5% | +10.5% |
| YTD | +18.2% | -0.1% | +18.3% | +17.6% |
| 1Y | +22.4% | -0.3% | +22.7% | +21.8% |
| 3Y | +41.9% | -8.7% | +50.6% | +44.8% |
| All | +41.9% | -10.4% | +52.3% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling