+41.0%
XLE vs SPG
+32.2%
+8.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.9% |
| 7D | -7.9% | +5.1% | -13.0% | -7.0% |
| 30D | -4.8% | +16.8% | -21.7% | -2.4% |
| 3M | +8.4% | +5.7% | +2.7% | +9.3% |
| 6M | +12.7% | +17.8% | -5.1% | +16.1% |
| YTD | +41.3% | +30.1% | +11.2% | +44.0% |
| All | +41.0% | +32.2% | +8.8% | +41.3% |
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