+528.0%
XRT vs SBAC
+797.7%
-269.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | +0.9% | +1.2% | -0.3% | +0.5% |
| 30D | +7.9% | +11.2% | -3.2% | +3.6% |
| 3M | -0.2% | +4.5% | -4.6% | -2.2% |
| 6M | +5.6% | -12.2% | +17.7% | +9.7% |
| YTD | +5.7% | -0.1% | +5.8% | +2.9% |
| 1Y | +14.6% | -0.3% | +14.8% | +11.5% |
| 3Y | +50.7% | -8.7% | +59.4% | +47.5% |
| 5Y | -4.8% | -40.2% | +35.3% | +8.4% |
| 10Y | +152.6% | +97.3% | +55.3% | +61.3% |
| All | +528.0% | +797.7% | -269.6% | +81.7% |
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 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