+283.5%
REXR vs SPY
+466.8%
-183.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.2% |
| 7D | +1.0% | +0.5% | +0.4% | +0.5% |
| 30D | +1.9% | -0.9% | +2.8% | +2.7% |
| 3M | +11.6% | +3.9% | +7.8% | +7.7% |
| 6M | +6.6% | +14.5% | -7.9% | -5.6% |
| YTD | -0.8% | +12.9% | -13.7% | -11.1% |
| 1Y | -8.7% | +19.4% | -28.0% | -22.1% |
| 3Y | -20.5% | +78.5% | -98.9% | -52.4% |
| 5Y | -29.9% | +81.8% | -111.6% | -58.8% |
| 10Y | +115.6% | +311.5% | -195.9% | -32.9% |
| All | +283.5% | +466.8% | -183.4% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling