+42.7%
XLP vs SPG
+75.4%
-32.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +3.5% | +5.0% | -1.5% | +2.3% |
| 30D | +11.6% | +12.3% | -0.7% | +8.5% |
| 3M | +7.6% | +1.9% | +5.8% | +7.1% |
| 6M | +10.0% | +14.4% | -4.4% | +6.5% |
| YTD | +19.7% | +26.5% | -6.8% | +13.1% |
| 1Y | +23.5% | +30.7% | -7.2% | +15.7% |
| 3Y | +44.0% | +122.6% | -78.6% | +17.3% |
| 5Y | +42.7% | +73.3% | -30.6% | +20.2% |
| All | +42.7% | +75.4% | -32.8% | +20.2% |
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 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