+18.6%
XYL vs SBAC
-9.5%
+28.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -9.2% | +3.2% | -12.5% | -9.6% |
| 3M | -0.3% | -5.1% | +4.8% | +0.3% |
| 6M | -11.0% | -2.1% | -8.9% | -10.8% |
| YTD | -19.2% | -0.5% | -18.7% | -19.3% |
| 1Y | -21.2% | +1.1% | -22.3% | -21.7% |
| 3Y | +18.6% | -7.4% | +26.0% | +19.6% |
| All | +18.6% | -9.5% | +28.1% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling