+550.8%
SPG vs XHB
+173.9%
+376.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.7% |
| 7D | -2.4% | -1.3% | -1.1% | -1.5% |
| 30D | -6.8% | -6.9% | 0.0% | -1.8% |
| 3M | +2.7% | -1.3% | +3.9% | +2.6% |
| 6M | +5.5% | -6.8% | +12.2% | +9.1% |
| YTD | +15.7% | +0.7% | +15.0% | +11.9% |
| 1Y | +20.9% | -11.2% | +32.1% | +28.1% |
| 3Y | +112.4% | +25.3% | +87.1% | +64.3% |
| 5Y | +101.4% | +37.3% | +64.0% | +41.0% |
| 10Y | +60.6% | +211.5% | -150.9% | -40.9% |
| All | +550.8% | +173.9% | +376.9% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling