+55.0%
XOP vs SBAC
+87.1%
-32.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +2.6% | -2.1% | +4.7% | +3.1% |
| 30D | +9.6% | +2.0% | +7.6% | +9.1% |
| 3M | +20.4% | -8.3% | +28.7% | +22.3% |
| 6M | +19.9% | +0.3% | +19.6% | +18.5% |
| YTD | +56.4% | -2.2% | +58.6% | +55.1% |
| 1Y | +52.4% | -4.6% | +57.1% | +51.9% |
| 3Y | +39.9% | -8.3% | +48.2% | +37.2% |
| 5Y | +163.7% | -42.8% | +206.6% | +191.6% |
| All | +55.0% | +87.1% | -32.1% | +32.1% |
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