+820.5%
XLB vs SPG
+2,812.1%
-1,991.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.6% |
| 30D | -0.4% | -6.8% | +6.5% | +2.0% |
| 3M | +2.0% | +2.7% | -0.7% | +0.9% |
| 6M | +1.8% | +5.5% | -3.6% | -0.3% |
| YTD | +16.6% | +15.7% | +0.9% | +10.5% |
| 1Y | +16.9% | +20.9% | -3.9% | +9.1% |
| 3Y | +32.6% | +112.4% | -79.8% | +1.1% |
| 5Y | +35.6% | +101.4% | -65.7% | +4.0% |
| 10Y | +160.0% | +60.6% | +99.4% | +91.2% |
| All | +820.5% | +2,812.1% | -1,991.5% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling