-61.4%
XE vs SBAC
-12.9%
-48.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.5% |
| 7D | +25.1% | -2.7% | +27.8% | +23.9% |
| 30D | -11.5% | +3.3% | -14.8% | -10.2% |
| 3M | -44.7% | +3.3% | -48.0% | -45.0% |
| 6M | -64.5% | -10.9% | -53.6% | -68.9% |
| All | -61.4% | -12.9% | -48.5% | -66.1% |
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 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