-22.1%
XYL vs SBAC
-40.1%
+18.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +0.6% | +3.6% | -3.1% | -0.3% |
| 30D | -5.7% | +4.9% | -10.6% | -6.9% |
| 3M | -19.8% | +6.5% | -26.3% | -21.2% |
| 6M | -14.2% | -11.1% | -3.1% | -12.0% |
| YTD | -28.1% | +0.9% | -29.0% | -29.4% |
| 1Y | -35.0% | -1.6% | -33.4% | -35.7% |
| 3Y | +2.1% | -7.0% | +9.1% | +0.2% |
| 5Y | -22.1% | -39.2% | +17.1% | -9.0% |
| All | -22.1% | -40.1% | +18.0% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling