+135.9%
XLU vs SPG
+64.5%
+71.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -1.2% | -0.5% | -1.4% |
| 30D | -3.3% | -6.1% | +2.8% | -2.0% |
| 3M | -3.2% | -3.6% | +0.5% | -2.5% |
| 6M | -7.0% | +10.4% | -17.4% | -8.9% |
| YTD | +0.6% | +14.4% | -13.7% | -2.3% |
| 1Y | +2.4% | +16.5% | -14.1% | -0.9% |
| 3Y | +46.3% | +106.8% | -60.5% | +25.1% |
| 5Y | +44.0% | +108.9% | -64.9% | +21.3% |
| All | +135.9% | +64.5% | +71.4% | +128.3% |
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