+407.7%
XME vs SBAC
+83.0%
+324.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | -3.0% | -5.3% | +2.2% | -1.9% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | +2.2% | -11.9% | +14.0% | +4.7% |
| 6M | +0.7% | -4.5% | +5.2% | +0.5% |
| YTD | +10.9% | -4.3% | +15.3% | +10.3% |
| 1Y | +35.7% | -3.9% | +39.6% | +34.6% |
| 3Y | +127.1% | -11.0% | +138.1% | +124.9% |
| 5Y | +168.5% | -44.1% | +212.6% | +199.3% |
| All | +407.7% | +83.0% | +324.6% | +395.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling