+11,066.6%
XPO vs SBAC
+5,980.7%
+5,085.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -3.5% | +6.9% | -10.5% | -4.9% |
| 3M | -11.9% | -8.2% | -3.7% | -10.7% |
| 6M | -10.0% | -1.6% | -8.3% | -10.4% |
| YTD | +42.1% | -0.1% | +42.2% | +40.7% |
| 1Y | +47.6% | -0.5% | +48.1% | +46.2% |
| 3Y | +153.6% | -9.1% | +162.6% | +151.5% |
| 5Y | +266.5% | -43.8% | +310.3% | +300.3% |
| 10Y | +1,460.4% | +80.5% | +1,379.9% | +1,299.3% |
| All | +11,066.6% | +5,980.7% | +5,085.9% | +7,679.8% |
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