+123.9%
XME vs SBAC
-40.1%
+164.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.2% | +3.6% | -3.8% | -0.9% |
| 30D | -9.2% | +4.9% | -14.1% | -10.1% |
| 3M | -17.8% | +6.5% | -24.2% | -19.0% |
| 6M | -20.0% | -11.1% | -8.9% | -18.4% |
| YTD | -6.6% | +0.9% | -7.5% | -8.2% |
| 1Y | +1.8% | -1.6% | +3.3% | +0.6% |
| 3Y | +98.7% | -7.0% | +105.7% | +94.6% |
| 5Y | +123.9% | -39.2% | +163.1% | +148.1% |
| All | +123.9% | -40.1% | +164.0% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling