+37.7%
XLC vs SPG
+102.5%
-64.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.8% | -2.4% | +1.5% | +0.1% |
| 30D | +1.0% | -6.8% | +7.9% | +4.0% |
| 3M | -0.7% | +2.7% | -3.4% | -2.0% |
| 6M | -5.1% | +5.5% | -10.6% | -7.6% |
| YTD | -4.3% | +15.7% | -20.0% | -10.5% |
| 1Y | -0.6% | +20.9% | -21.4% | -8.9% |
| 3Y | +72.7% | +112.4% | -39.7% | +19.6% |
| All | +37.7% | +102.5% | -64.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling