+63.7%
SPG vs XME
+412.4%
-348.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -1.7% | -0.2% | -1.4% | -1.5% |
| 30D | -6.3% | +1.4% | -7.7% | -7.3% |
| 3M | -2.4% | +2.7% | -5.2% | -5.1% |
| 6M | +9.6% | +6.5% | +3.1% | +3.1% |
| YTD | +14.2% | +15.2% | -1.0% | +1.2% |
| 1Y | +19.3% | +43.5% | -24.2% | -8.5% |
| 3Y | +106.7% | +135.9% | -29.2% | +13.9% |
| 5Y | +104.2% | +181.5% | -77.2% | -5.9% |
| 10Y | +63.7% | +436.9% | -373.2% | -59.7% |
| All | +63.7% | +412.4% | -348.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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