+62.1%
SPG vs XLRE
+89.0%
-26.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.9% |
| 7D | -1.2% | -1.2% | 0.0% | +0.2% |
| 30D | -6.1% | -2.4% | -3.7% | -3.5% |
| 3M | -3.6% | -2.5% | -1.2% | -0.8% |
| 6M | +10.4% | +4.0% | +6.4% | +5.3% |
| YTD | +14.4% | +9.3% | +5.1% | +2.7% |
| 1Y | +16.5% | +5.6% | +11.0% | +8.9% |
| 3Y | +106.8% | +31.3% | +75.5% | +48.2% |
| 5Y | +108.9% | +9.5% | +99.3% | +85.0% |
| All | +62.1% | +89.0% | -26.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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