+49.9%
XOP vs SBAC
+109.8%
-60.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.8% |
| 7D | +0.5% | -2.8% | +3.3% | +1.0% |
| 30D | -7.3% | +3.1% | -10.4% | -8.0% |
| 3M | +1.4% | +5.1% | -3.8% | 0.0% |
| 6M | +7.8% | -11.4% | +19.2% | +9.9% |
| YTD | +44.5% | +0.2% | +44.3% | +42.3% |
| 1Y | +37.0% | -3.9% | +41.0% | +36.2% |
| 3Y | +40.8% | -7.7% | +48.5% | +38.1% |
| 5Y | +88.7% | -39.7% | +128.4% | +105.9% |
| 10Y | +49.9% | +111.9% | -62.0% | +24.1% |
| All | +49.9% | +109.8% | -60.0% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling