+106.9%
SPG vs XYL
-14.7%
+121.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | -0.3% |
| 7D | 0.0% | +1.8% | -1.8% | -0.9% |
| 30D | -4.9% | -9.2% | +4.3% | -0.4% |
| 3M | +3.3% | -0.3% | +3.6% | +3.0% |
| 6M | +11.2% | -11.0% | +22.2% | +17.0% |
| YTD | +17.1% | -19.2% | +36.3% | +28.7% |
| 1Y | +21.6% | -21.2% | +42.8% | +35.2% |
| 3Y | +111.9% | +18.6% | +93.3% | +84.2% |
| 5Y | +106.9% | -14.3% | +121.2% | +93.8% |
| All | +106.9% | -14.7% | +121.6% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling