+175.2%
XME vs SBAC
+807.2%
-631.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.2% | +3.6% | -3.8% | -2.1% |
| 30D | -9.2% | +4.9% | -14.1% | -11.8% |
| 3M | -17.8% | +6.5% | -24.2% | -21.1% |
| 6M | -20.0% | -11.1% | -8.9% | -17.0% |
| YTD | -6.6% | +0.9% | -7.5% | -11.8% |
| 1Y | +1.8% | -1.6% | +3.3% | -2.7% |
| 3Y | +98.7% | -7.0% | +105.7% | +86.4% |
| 5Y | +123.9% | -39.2% | +163.1% | +157.7% |
| 10Y | +277.9% | +111.4% | +166.5% | +69.2% |
| All | +175.2% | +807.2% | -631.9% | -58.7% |
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