+218.0%
XLE vs SPG
+102.5%
+115.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.2% | -2.4% | +4.6% | +3.0% |
| 30D | +11.8% | -6.8% | +18.6% | +14.4% |
| 3M | +9.8% | +2.7% | +7.1% | +8.4% |
| 6M | +15.6% | +5.5% | +10.1% | +12.6% |
| YTD | +45.3% | +15.7% | +29.6% | +36.3% |
| 1Y | +48.3% | +20.9% | +27.4% | +36.6% |
| 3Y | +55.4% | +112.4% | -56.9% | +13.6% |
| All | +218.0% | +102.5% | +115.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling