+48.3%
XLE vs SPG
+21.3%
+27.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +1.9% |
| 30D | +11.8% | -6.8% | +18.6% | +10.8% |
| 3M | +9.8% | +2.7% | +7.1% | +10.2% |
| 6M | +15.6% | +5.5% | +10.1% | +17.6% |
| YTD | +45.3% | +15.7% | +29.6% | +44.9% |
| 1Y | +48.3% | +20.9% | +27.4% | +46.7% |
| All | +48.3% | +21.3% | +27.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling