+99.1%
XYL vs SBAC
+111.6%
-12.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -6.0% | -2.7% | -3.3% | -5.2% |
| 30D | -8.3% | +3.3% | -11.6% | -9.3% |
| 3M | -22.6% | +3.3% | -25.9% | -23.6% |
| 6M | -15.0% | -10.9% | -4.1% | -12.6% |
| YTD | -30.2% | -1.0% | -29.2% | -31.5% |
| 1Y | -36.4% | -4.5% | -31.9% | -36.8% |
| 3Y | -0.9% | -8.7% | +7.9% | -2.6% |
| 5Y | -23.4% | -40.6% | +17.2% | -11.5% |
| All | +99.1% | +111.6% | -12.6% | +62.6% |
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