+164.7%
XLB vs SPG
+114.5%
+50.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | +5.3% | +16.4% | -11.2% | +0.4% |
| 3M | 0.0% | +7.1% | -7.1% | -2.1% |
| 6M | +1.2% | +16.1% | -14.8% | -3.5% |
| YTD | +16.9% | +30.4% | -13.5% | +7.3% |
| 1Y | +20.9% | +33.0% | -12.1% | +10.3% |
| 3Y | +43.3% | +134.6% | -91.3% | +9.4% |
| 5Y | +28.3% | +84.9% | -56.6% | +3.2% |
| All | +164.7% | +114.5% | +50.2% | +93.9% |
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