+327.9%
SPG vs XYL
+416.3%
-88.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | +5.1% | +2.1% | +3.0% | +4.0% |
| 30D | +16.8% | -3.4% | +20.2% | +17.7% |
| 3M | +5.7% | -17.2% | +22.8% | +14.6% |
| 6M | +17.8% | -12.0% | +29.8% | +23.6% |
| YTD | +30.1% | -26.3% | +56.4% | +48.1% |
| 1Y | +32.8% | -33.5% | +66.3% | +59.2% |
| 3Y | +137.2% | +6.4% | +130.8% | +120.1% |
| 5Y | +81.5% | -20.9% | +102.4% | +91.9% |
| 10Y | +116.5% | +120.8% | -4.3% | +56.2% |
| All | +327.9% | +416.3% | -88.4% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling