-27.5%
REXR vs SPY
+79.8%
-107.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | 0.0% | -2.0% | +2.0% | +1.8% |
| 30D | +2.2% | -1.7% | +3.9% | +3.7% |
| 3M | +8.4% | +4.7% | +3.6% | +3.6% |
| 6M | +6.3% | +12.5% | -6.2% | -4.9% |
| YTD | -1.9% | +11.7% | -13.6% | -11.7% |
| 1Y | -9.2% | +17.5% | -26.6% | -22.0% |
| 3Y | -21.4% | +76.6% | -97.9% | -54.3% |
| 5Y | -27.5% | +82.0% | -109.5% | -58.8% |
| All | -27.5% | +79.8% | -107.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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