+30.2%
XLRE vs SBAC
-11.3%
+41.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | -2.7% | -5.3% | +2.6% | -0.9% |
| 30D | -2.3% | +0.4% | -2.7% | -2.5% |
| 3M | -3.5% | -11.9% | +8.4% | +0.7% |
| 6M | +1.9% | -4.5% | +6.3% | +2.5% |
| YTD | +8.3% | -4.3% | +12.7% | +8.7% |
| 1Y | +6.4% | -3.9% | +10.3% | +6.4% |
| All | +30.2% | -11.3% | +41.5% | +31.7% |
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