+61.0%
XLC vs SPG
+124.5%
-63.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +4.9% | +4.9% | 0.0% | +3.3% |
| 30D | -5.8% | +15.6% | -21.4% | -10.1% |
| 3M | -5.4% | +4.1% | -9.5% | -6.7% |
| 6M | -10.2% | +13.6% | -23.7% | -14.0% |
| YTD | -10.2% | +27.5% | -37.7% | -17.5% |
| 1Y | -5.6% | +32.2% | -37.9% | -14.4% |
| 3Y | +61.0% | +126.0% | -65.0% | +29.0% |
| All | +61.0% | +124.5% | -63.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling