+108.7%
SPG vs XHB
+30.4%
+78.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.4% |
| 7D | -2.2% | -5.2% | +3.0% | +0.7% |
| 30D | -5.8% | -12.1% | +6.4% | +1.2% |
| 3M | -2.8% | -6.2% | +3.4% | +0.1% |
| 6M | +8.9% | -6.7% | +15.6% | +11.8% |
| YTD | +14.3% | -5.5% | +19.7% | +15.6% |
| 1Y | +19.5% | -15.6% | +35.1% | +29.2% |
| 3Y | +106.9% | +22.0% | +84.9% | +68.8% |
| 5Y | +108.7% | +31.8% | +76.9% | +58.5% |
| All | +108.7% | +30.4% | +78.3% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling