+162.4%
XOP vs SBAC
-43.9%
+206.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +16.5% | +3.2% | +13.3% | +15.9% |
| 3M | +15.7% | -5.1% | +20.8% | +16.5% |
| 6M | +19.2% | -2.1% | +21.3% | +18.8% |
| YTD | +55.0% | -0.5% | +55.5% | +53.7% |
| 1Y | +54.2% | +1.1% | +53.1% | +52.4% |
| 3Y | +35.9% | -7.4% | +43.3% | +33.4% |
| 5Y | +162.4% | -44.3% | +206.7% | +178.4% |
| All | +162.4% | -43.9% | +206.4% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling