+124.6%
XLP vs SPG
+109.7%
+14.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +0.7% | +4.9% | -4.2% | 0.0% |
| 30D | +10.3% | +15.6% | -5.3% | +7.8% |
| 3M | +6.5% | +4.1% | +2.5% | +5.9% |
| 6M | +8.4% | +13.6% | -5.2% | +6.2% |
| YTD | +18.2% | +27.5% | -9.3% | +13.7% |
| 1Y | +22.4% | +32.2% | -9.8% | +17.1% |
| 3Y | +41.9% | +126.0% | -84.1% | +24.4% |
| 5Y | +40.9% | +74.7% | -33.9% | +26.6% |
| All | +124.6% | +109.7% | +14.9% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling