+106.5%
SPG vs XLRE
+31.2%
+75.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.3% |
| 7D | -1.7% | -0.7% | -0.9% | -0.9% |
| 30D | -6.3% | -2.2% | -4.0% | -4.2% |
| 3M | -2.4% | -2.6% | +0.2% | +0.2% |
| 6M | +9.6% | +2.6% | +7.1% | +6.9% |
| YTD | +14.2% | +9.3% | +4.9% | +4.4% |
| 1Y | +19.3% | +7.2% | +12.1% | +11.1% |
| All | +106.5% | +31.2% | +75.3% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling