+108.1%
XLRE vs SBAC
+88.3%
+19.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -2.2% | +3.9% | -6.1% | -4.0% |
| 3M | -2.6% | -8.2% | +5.6% | +0.9% |
| 6M | +2.6% | -2.8% | +5.4% | +1.7% |
| YTD | +9.3% | -1.5% | +10.8% | +7.2% |
| 1Y | +7.2% | 0.0% | +7.2% | +4.2% |
| 3Y | +31.3% | -8.4% | +39.7% | +30.3% |
| 5Y | +8.1% | -43.5% | +51.7% | +36.7% |
| 10Y | +88.9% | +86.9% | +2.0% | +46.3% |
| All | +108.1% | +88.3% | +19.8% | +57.4% |
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