+237.8%
XME vs SBAC
+797.7%
-560.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +6.0% | +6.9% | -0.9% | +2.2% |
| 3M | -7.7% | -8.2% | +0.5% | -4.8% |
| 6M | +1.0% | -1.6% | +2.6% | -1.9% |
| YTD | +14.6% | -0.1% | +14.8% | +9.6% |
| 1Y | +46.0% | -0.5% | +46.4% | +39.4% |
| 3Y | +127.0% | -9.1% | +136.1% | +116.1% |
| 5Y | +175.8% | -43.8% | +219.6% | +233.1% |
| 10Y | +414.6% | +80.5% | +334.1% | +157.2% |
| All | +237.8% | +797.7% | -560.0% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling