+82.5%
XOP vs SBAC
+797.7%
-715.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | +15.4% | +6.9% | +8.5% | +11.8% |
| 3M | +12.1% | -8.2% | +20.3% | +15.7% |
| 6M | +19.7% | -1.6% | +21.3% | +17.2% |
| YTD | +52.4% | -0.1% | +52.5% | +47.6% |
| 1Y | +47.6% | -0.5% | +48.0% | +42.6% |
| 3Y | +34.4% | -9.1% | +43.4% | +28.8% |
| 5Y | +154.4% | -43.8% | +198.2% | +199.5% |
| 10Y | +54.7% | +80.5% | -25.8% | -13.8% |
| All | +82.5% | +797.7% | -715.2% | -62.9% |
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