+331.1%
SPG vs XYL
+394.7%
-63.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | +2.7% | -5.9% | +8.6% | +5.8% |
| 30D | +16.6% | -7.3% | +23.8% | +19.7% |
| 3M | +8.1% | -22.5% | +30.6% | +21.2% |
| 6M | +19.3% | -14.4% | +33.8% | +26.9% |
| YTD | +31.1% | -29.4% | +60.5% | +52.3% |
| 1Y | +32.8% | -35.6% | +68.4% | +61.6% |
| 3Y | +135.8% | +0.3% | +135.5% | +125.3% |
| 5Y | +85.1% | -22.3% | +107.4% | +97.4% |
| 10Y | +115.9% | +103.2% | +12.7% | +60.6% |
| All | +331.1% | +394.7% | -63.7% | +151.5% |
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