+592.1%
XLP vs SBAC
+2,207.9%
-1,615.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +10.3% | +11.2% | -0.9% | +9.5% |
| 3M | +6.5% | +4.5% | +2.1% | +6.2% |
| 6M | +8.4% | -12.2% | +20.5% | +9.1% |
| YTD | +18.2% | -0.1% | +18.3% | +17.9% |
| 1Y | +22.4% | -0.3% | +22.7% | +22.1% |
| 3Y | +41.9% | -8.7% | +50.6% | +41.9% |
| 5Y | +40.9% | -40.2% | +81.0% | +43.9% |
| 10Y | +128.4% | +97.3% | +31.0% | +120.0% |
| All | +592.1% | +2,207.9% | -1,615.8% | +499.6% |
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