-14.3%
XYL vs SBAC
-43.9%
+29.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.1% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -9.2% | +3.2% | -12.5% | -10.0% |
| 3M | -0.3% | -5.1% | +4.8% | +0.7% |
| 6M | -11.0% | -2.1% | -8.9% | -11.3% |
| YTD | -19.2% | -0.5% | -18.7% | -20.2% |
| 1Y | -21.2% | +1.1% | -22.3% | -22.7% |
| 3Y | +18.6% | -7.4% | +26.0% | +16.4% |
| 5Y | -14.3% | -44.3% | +30.0% | +1.1% |
| All | -14.3% | -43.9% | +29.6% | +1.1% |
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