+86.7%
SPG vs XLRE
+111.8%
-25.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.4% |
| 30D | -4.9% | -2.4% | -2.5% | -2.3% |
| 3M | +3.3% | +0.6% | +2.7% | +2.6% |
| 6M | +11.2% | +3.9% | +7.3% | +6.2% |
| YTD | +17.1% | +10.5% | +6.6% | +4.1% |
| 1Y | +21.6% | +8.4% | +13.2% | +10.5% |
| 3Y | +111.9% | +32.8% | +79.1% | +51.2% |
| 5Y | +106.9% | +7.0% | +99.9% | +89.7% |
| 10Y | +62.2% | +83.8% | -21.6% | -12.8% |
| All | +86.7% | +111.8% | -25.2% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling