+280.5%
SPG vs XYL
+449.8%
-169.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | 0.0% |
| 7D | -2.4% | -5.0% | +2.7% | +0.2% |
| 30D | -6.8% | -13.2% | +6.4% | -0.1% |
| 3M | +2.7% | -3.7% | +6.4% | +4.2% |
| 6M | +5.5% | -17.7% | +23.1% | +15.5% |
| YTD | +15.7% | -21.5% | +37.2% | +29.1% |
| 1Y | +20.9% | -24.5% | +45.4% | +37.3% |
| 3Y | +112.4% | +6.9% | +105.4% | +98.7% |
| 5Y | +101.4% | -18.1% | +119.4% | +111.0% |
| 10Y | +60.6% | +134.7% | -74.1% | +13.7% |
| All | +280.5% | +449.8% | -169.3% | +113.3% |
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