+432.8%
XYL vs SBAC
+482.5%
-49.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.7% |
| 7D | -5.0% | -0.8% | -4.3% | -4.8% |
| 30D | -13.2% | +6.9% | -20.1% | -15.2% |
| 3M | -3.7% | -8.2% | +4.5% | -1.4% |
| 6M | -17.7% | -1.6% | -16.1% | -18.6% |
| YTD | -21.5% | -0.1% | -21.4% | -23.2% |
| 1Y | -24.5% | -0.5% | -24.0% | -26.2% |
| 3Y | +6.9% | -9.1% | +16.0% | +5.1% |
| 5Y | -18.1% | -43.8% | +25.7% | -3.9% |
| 10Y | +134.7% | +80.5% | +54.2% | +74.9% |
| All | +432.8% | +482.5% | -49.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling