+4.0%
SPG vs XE
-47.4%
+51.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.2% | +8.3% | -0.2% |
| 7D | -2.2% | -11.4% | +9.2% | -2.5% |
| 30D | -5.8% | -23.0% | +17.2% | -6.5% |
| 3M | -2.8% | -12.1% | +9.3% | -2.5% |
| All | +4.0% | -47.4% | +51.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · Available span rolling