-65.6%
XE vs SBAC
-9.3%
-56.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +5.8% | -14.3% | -6.4% |
| 7D | -12.9% | +5.8% | -18.7% | -10.9% |
| 30D | -30.3% | +20.8% | -51.1% | -26.0% |
| 3M | -45.9% | +4.8% | -50.6% | -46.8% |
| 6M | -66.2% | -9.1% | -57.1% | -69.9% |
| All | -65.6% | -9.3% | -56.2% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling