+19.5%
SPG vs XME
+37.7%
-18.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | 0.0% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | -5.8% | -2.6% | -3.2% | -5.8% |
| 3M | -2.8% | +2.2% | -4.9% | -2.5% |
| 6M | +8.9% | +0.7% | +8.2% | +8.9% |
| YTD | +14.3% | +10.9% | +3.4% | +14.1% |
| 1Y | +19.5% | +35.7% | -16.2% | +16.5% |
| All | +19.5% | +37.7% | -18.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling