+134.0%
XLC vs SPG
+121.5%
+12.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +6.2% | +5.6% | +0.6% | +4.9% |
| 30D | -2.4% | +17.6% | -20.0% | -6.2% |
| 3M | -3.3% | +7.5% | -10.8% | -5.1% |
| 6M | -7.3% | +18.5% | -25.8% | -11.2% |
| YTD | -7.6% | +30.9% | -38.6% | -13.7% |
| 1Y | -3.7% | +34.1% | -37.8% | -10.6% |
| 3Y | +62.9% | +135.5% | -72.6% | +31.4% |
| 5Y | +41.6% | +86.5% | -44.9% | +18.4% |
| All | +134.0% | +121.5% | +12.5% | +104.0% |
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 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