+60.5%
XOM vs SBAC
-9.4%
+69.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.4% |
| 7D | +4.1% | -2.1% | +6.2% | +4.2% |
| 30D | +4.6% | +2.0% | +2.6% | +4.5% |
| 3M | +14.0% | -8.3% | +22.3% | +14.3% |
| 6M | +11.0% | +0.3% | +10.6% | +10.8% |
| YTD | +40.7% | -2.2% | +42.9% | +40.4% |
| 1Y | +52.3% | -4.6% | +56.9% | +52.2% |
| 3Y | +60.5% | -8.3% | +68.7% | +62.0% |
| All | +60.5% | -9.4% | +69.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling