+124.8%
XRT vs SBAC
+78.4%
+46.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -6.9% | +3.9% | -10.8% | -7.9% |
| 3M | -0.4% | -8.2% | +7.8% | +1.5% |
| 6M | +2.2% | -2.8% | +5.0% | +1.9% |
| YTD | -0.7% | -1.5% | +0.9% | -1.6% |
| 1Y | -2.0% | 0.0% | -2.0% | -3.5% |
| 3Y | +41.0% | -8.4% | +49.4% | +39.3% |
| 5Y | -3.3% | -43.5% | +40.2% | +8.5% |
| 10Y | +124.8% | +86.9% | +37.9% | +111.5% |
| All | +124.8% | +78.4% | +46.5% | +111.5% |
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 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