+215.2%
XLY vs SBAC
+87.1%
+128.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -4.2% | +2.0% | -6.2% | -4.7% |
| 3M | -2.7% | -8.3% | +5.6% | -0.7% |
| 6M | -0.6% | +0.3% | -1.0% | -2.2% |
| YTD | -5.0% | -2.2% | -2.8% | -6.0% |
| 1Y | -4.1% | -4.6% | +0.5% | -4.5% |
| 3Y | +33.6% | -8.3% | +41.9% | +30.7% |
| 5Y | +28.7% | -42.8% | +71.5% | +47.0% |
| All | +215.2% | +87.1% | +128.1% | +172.8% |
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