+166.5%
XLE vs SPG
+83.3%
+83.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +4.4% | +3.1% | +1.3% | +3.3% |
| 30D | -4.3% | +16.4% | -20.7% | -9.1% |
| 3M | +6.0% | +7.1% | -1.0% | +3.5% |
| 6M | +13.2% | +16.1% | -2.9% | +7.0% |
| YTD | +46.7% | +30.4% | +16.3% | +32.0% |
| 1Y | +46.6% | +33.0% | +13.6% | +30.9% |
| 3Y | +69.6% | +134.6% | -65.1% | +19.2% |
| 5Y | +166.5% | +84.9% | +81.6% | +100.1% |
| All | +166.5% | +83.3% | +83.2% | +100.1% |
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