+637.3%
SPG vs XHB
+175.0%
+462.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.7% | -4.1% | +6.8% | +5.9% |
| 30D | +16.6% | +9.6% | +6.9% | +8.2% |
| 3M | +8.1% | -6.0% | +14.1% | +12.5% |
| 6M | +19.3% | +2.2% | +17.1% | +15.1% |
| YTD | +31.1% | +1.1% | +29.9% | +25.6% |
| 1Y | +32.8% | -1.7% | +34.5% | +29.6% |
| 3Y | +135.8% | +36.5% | +99.3% | +69.9% |
| 5Y | +85.1% | +33.5% | +51.6% | +31.9% |
| 10Y | +115.9% | +240.9% | -125.0% | -26.2% |
| All | +637.3% | +175.0% | +462.2% | +74.9% |
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