+62.0%
SPG vs XHB
+210.4%
-148.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.8% |
| 7D | -2.2% | -5.2% | +3.0% | +1.8% |
| 30D | -5.8% | -12.1% | +6.4% | +3.7% |
| 3M | -2.8% | -6.2% | +3.4% | +0.9% |
| 6M | +8.9% | -6.7% | +15.6% | +12.4% |
| YTD | +14.3% | -5.5% | +19.7% | +15.7% |
| 1Y | +19.5% | -15.6% | +35.1% | +31.7% |
| 3Y | +106.9% | +22.0% | +84.9% | +58.7% |
| 5Y | +108.7% | +31.8% | +76.9% | +45.2% |
| All | +62.0% | +210.4% | -148.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling