+109.0%
SPG vs XME
+260.6%
-151.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +2.0% | +0.3% | +1.7% | +1.7% |
| 30D | +17.2% | -6.1% | +23.4% | +20.3% |
| 3M | +6.3% | -18.6% | +24.9% | +16.5% |
| 6M | +18.7% | -23.9% | +42.6% | +32.3% |
| YTD | +30.1% | -9.3% | +39.4% | +28.8% |
| 1Y | +32.8% | +1.8% | +31.0% | +22.5% |
| 3Y | +133.6% | +93.0% | +40.6% | +39.4% |
| 5Y | +84.4% | +107.0% | -22.6% | -1.1% |
| All | +109.0% | +260.6% | -151.6% | -41.0% |
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