+640.9%
XLU vs SPG
+2,743.8%
-2,102.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | +0.6% | -2.7% | +3.3% | +1.2% |
| 30D | -0.4% | -7.3% | +6.8% | +1.2% |
| 3M | -1.7% | -3.5% | +1.7% | -1.0% |
| 6M | -7.1% | +8.5% | -15.6% | -8.8% |
| YTD | +1.9% | +13.0% | -11.1% | -0.9% |
| 1Y | +6.1% | +18.0% | -11.9% | +2.1% |
| 3Y | +48.8% | +104.5% | -55.8% | +26.2% |
| 5Y | +43.8% | +102.0% | -58.2% | +20.7% |
| 10Y | +143.2% | +61.9% | +81.2% | +97.8% |
| All | +640.9% | +2,743.8% | -2,102.8% | +197.8% |
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 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