+167.7%
XLB vs SPG
+117.3%
+50.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -1.4% | +5.1% | -6.4% | -2.9% |
| 30D | +7.1% | +16.8% | -9.7% | +2.0% |
| 3M | +0.6% | +5.7% | -5.0% | -1.2% |
| 6M | +3.5% | +17.8% | -14.3% | -1.8% |
| YTD | +18.2% | +30.1% | -11.9% | +8.6% |
| 1Y | +25.6% | +32.8% | -7.2% | +14.7% |
| 3Y | +46.7% | +137.2% | -90.5% | +11.6% |
| 5Y | +30.9% | +81.5% | -50.6% | +5.8% |
| 10Y | +167.7% | +116.5% | +51.2% | +95.5% |
| All | +167.7% | +117.3% | +50.5% | +95.5% |
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