+508.9%
XLP vs SPG
+2,812.1%
-2,303.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -0.9% | -6.8% | +6.0% | +0.3% |
| 3M | +3.8% | +2.7% | +1.1% | +3.3% |
| 6M | -1.7% | +5.5% | -7.2% | -2.7% |
| YTD | +10.3% | +15.7% | -5.4% | +7.4% |
| 1Y | +7.8% | +20.9% | -13.1% | +4.2% |
| 3Y | +27.2% | +112.4% | -85.2% | +11.0% |
| 5Y | +32.5% | +101.4% | -68.8% | +15.5% |
| 10Y | +101.8% | +60.6% | +41.2% | +72.2% |
| All | +508.9% | +2,812.1% | -2,303.1% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling