+167.2%
XLE vs SPG
+109.7%
+57.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -12.0% | +4.9% | -16.9% | -13.8% |
| 30D | -2.7% | +15.6% | -18.3% | -8.7% |
| 3M | +6.6% | +4.1% | +2.5% | +4.5% |
| 6M | +9.5% | +13.6% | -4.0% | +3.0% |
| YTD | +40.6% | +27.5% | +13.0% | +25.0% |
| 1Y | +43.6% | +32.2% | +11.4% | +25.7% |
| 3Y | +58.1% | +126.0% | -67.9% | +7.7% |
| 5Y | +152.2% | +74.7% | +77.4% | +87.6% |
| All | +167.2% | +109.7% | +57.5% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling