+64.4%
XLF vs SPG
+104.0%
-39.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.7% |
| 7D | -1.0% | -1.7% | +0.6% | -0.3% |
| 30D | -1.3% | -6.3% | +5.0% | +1.6% |
| 3M | +9.1% | -2.4% | +11.6% | +10.1% |
| 6M | +14.4% | +9.6% | +4.7% | +9.1% |
| YTD | +5.1% | +14.2% | -9.1% | -1.7% |
| 1Y | +8.6% | +19.3% | -10.7% | -0.6% |
| 3Y | +74.4% | +106.7% | -32.3% | +21.0% |
| 5Y | +64.4% | +104.2% | -39.9% | +9.9% |
| All | +64.4% | +104.0% | -39.7% | +9.9% |
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