+68.4%
XLE vs SPG
+136.2%
-67.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +4.4% | +3.1% | +1.3% | +3.6% |
| 30D | -4.3% | +16.4% | -20.7% | -8.0% |
| 3M | +6.0% | +7.1% | -1.0% | +4.1% |
| 6M | +13.2% | +16.1% | -2.9% | +8.2% |
| YTD | +46.7% | +30.4% | +16.3% | +34.0% |
| 1Y | +46.6% | +33.0% | +13.6% | +32.9% |
| All | +68.4% | +136.2% | -67.8% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling