+753.8%
XLV vs SBAC
+2,159.8%
-1,405.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -3.6% | -2.1% | -1.5% | -3.4% |
| 30D | -1.8% | +2.0% | -3.8% | -2.0% |
| 3M | +7.8% | -8.3% | +16.1% | +8.6% |
| 6M | +9.1% | +0.3% | +8.8% | +8.6% |
| YTD | +7.7% | -2.2% | +9.9% | +7.5% |
| 1Y | +20.4% | -4.6% | +25.0% | +20.4% |
| 3Y | +30.8% | -8.3% | +39.1% | +30.5% |
| 5Y | +34.6% | -42.8% | +77.5% | +39.8% |
| 10Y | +173.4% | +85.6% | +87.7% | +156.6% |
| All | +753.8% | +2,159.8% | -1,405.9% | +531.5% |
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