+88.2%
XLRE vs SBAC
+87.1%
+1.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | -0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.1% |
| 30D | -2.4% | +2.0% | -4.4% | -3.4% |
| 3M | -2.5% | -8.3% | +5.8% | +1.2% |
| 6M | +4.0% | +0.3% | +3.7% | +1.3% |
| YTD | +9.3% | -2.2% | +11.5% | +7.5% |
| 1Y | +5.6% | -4.6% | +10.2% | +5.1% |
| 3Y | +31.3% | -8.3% | +39.6% | +29.9% |
| 5Y | +9.5% | -42.8% | +52.4% | +39.1% |
| All | +88.2% | +87.1% | +1.1% | +46.1% |
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 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