+554.1%
SPG vs XME
+242.3%
+311.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | +6.0% | -12.8% | -10.0% |
| 3M | +2.7% | -7.7% | +10.4% | +5.1% |
| 6M | +5.5% | +1.0% | +4.5% | +1.9% |
| YTD | +15.7% | +14.6% | +1.1% | +3.2% |
| 1Y | +20.9% | +46.0% | -25.1% | -6.9% |
| 3Y | +112.4% | +127.0% | -14.6% | +25.2% |
| 5Y | +101.4% | +175.8% | -74.5% | +1.8% |
| 10Y | +60.6% | +414.6% | -354.0% | -44.9% |
| All | +554.1% | +242.3% | +311.8% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling