+68.6%
XOP vs SBAC
+807.2%
-738.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -8.4% | +3.6% | -12.0% | -10.1% |
| 30D | -8.4% | +4.9% | -13.3% | -10.6% |
| 3M | +0.2% | +6.5% | -6.3% | -3.4% |
| 6M | +7.2% | -11.1% | +18.3% | +11.2% |
| YTD | +40.8% | +0.9% | +39.9% | +34.7% |
| 1Y | +36.3% | -1.6% | +37.8% | +31.9% |
| 3Y | +37.2% | -7.0% | +44.2% | +29.9% |
| 5Y | +86.6% | -39.2% | +125.8% | +110.3% |
| 10Y | +44.0% | +111.4% | -67.3% | -27.0% |
| All | +68.6% | +807.2% | -738.5% | -66.1% |
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 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