+49.0%
XEL vs SPG
+84.0%
-35.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +2.0% | +0.4% | +1.9% |
| 30D | +8.3% | +17.2% | -9.0% | +4.0% |
| 3M | +4.2% | +6.3% | -2.2% | +2.5% |
| 6M | +3.7% | +18.7% | -15.0% | -0.6% |
| YTD | +13.1% | +30.1% | -17.0% | +5.8% |
| 1Y | +5.0% | +32.8% | -27.8% | -2.2% |
| 3Y | +55.0% | +133.6% | -78.6% | +23.1% |
| All | +49.0% | +84.0% | -35.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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