+77.6%
XOP vs SBAC
+803.3%
-725.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +6.3% | +0.6% | +5.7% | +6.0% |
| 30D | -6.6% | +5.5% | -12.1% | -9.1% |
| 3M | +3.6% | +3.1% | +0.5% | +1.3% |
| 6M | +10.8% | -7.0% | +17.8% | +12.6% |
| YTD | +48.3% | +0.5% | +47.8% | +42.1% |
| 1Y | +42.9% | +0.2% | +42.7% | +37.1% |
| 3Y | +43.3% | -7.4% | +50.7% | +35.9% |
| 5Y | +94.0% | -39.7% | +133.7% | +119.4% |
| 10Y | +53.7% | +112.5% | -58.8% | -22.4% |
| All | +77.6% | +803.3% | -725.7% | -64.3% |
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