+141.9%
XYL vs SBAC
+83.0%
+58.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.1% |
| 7D | -1.2% | -5.3% | +4.0% | +0.4% |
| 30D | -13.2% | +0.4% | -13.6% | -13.3% |
| 3M | -0.2% | -11.9% | +11.7% | +3.5% |
| 6M | -12.5% | -4.5% | -8.0% | -12.7% |
| YTD | -20.9% | -4.3% | -16.5% | -21.4% |
| 1Y | -21.6% | -3.9% | -17.7% | -22.3% |
| 3Y | +16.1% | -11.0% | +27.1% | +14.9% |
| 5Y | -15.6% | -44.1% | +28.5% | -0.7% |
| All | +141.9% | +83.0% | +58.9% | +114.9% |
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