+169.4%
XLV vs SPG
+64.5%
+104.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -1.8% | -6.1% | +4.3% | -0.7% |
| 3M | +7.8% | -3.6% | +11.4% | +8.5% |
| 6M | +9.1% | +10.4% | -1.3% | +7.2% |
| YTD | +7.7% | +14.4% | -6.6% | +5.2% |
| 1Y | +20.4% | +16.5% | +3.9% | +17.2% |
| 3Y | +30.8% | +106.8% | -76.0% | +15.4% |
| 5Y | +34.6% | +108.9% | -74.3% | +17.4% |
| All | +169.4% | +64.5% | +104.9% | +157.9% |
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