+1.8%
XME vs SBAC
-2.9%
+4.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.5% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -6.1% | +5.5% | -11.6% | -5.9% |
| 3M | -18.6% | +3.1% | -21.7% | -18.7% |
| 6M | -23.9% | -7.0% | -16.9% | -23.9% |
| YTD | -9.3% | +0.5% | -9.8% | -9.4% |
| 1Y | +1.8% | +0.2% | +1.5% | +2.0% |
| All | +1.8% | -2.9% | +4.7% | +2.0% |
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