+61.9%
SPG vs XYL
+152.1%
-90.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.8% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | -6.3% | -10.8% | +4.6% | +0.2% |
| 3M | -2.4% | -2.5% | +0.1% | -1.5% |
| 6M | +9.6% | -12.2% | +21.8% | +17.4% |
| YTD | +14.2% | -20.1% | +34.3% | +28.6% |
| 1Y | +19.3% | -20.6% | +39.9% | +34.5% |
| 3Y | +106.7% | +17.3% | +89.4% | +77.8% |
| 5Y | +104.2% | -14.5% | +118.7% | +110.1% |
| All | +61.9% | +152.1% | -90.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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