+159.6%
XLB vs SPG
+61.5%
+98.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.3% |
| 7D | -0.2% | 0.0% | -0.3% | -0.3% |
| 30D | -1.7% | -4.9% | +3.2% | -0.2% |
| 3M | +4.4% | +3.3% | +1.0% | +3.2% |
| 6M | +5.0% | +11.2% | -6.2% | +1.4% |
| YTD | +15.5% | +17.1% | -1.6% | +9.6% |
| 1Y | +14.9% | +21.6% | -6.7% | +7.8% |
| 3Y | +34.5% | +111.9% | -77.3% | +6.0% |
| 5Y | +36.5% | +106.9% | -70.4% | +7.0% |
| 10Y | +159.6% | +62.2% | +97.4% | +111.5% |
| All | +159.6% | +61.5% | +98.1% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling