+896.5%
XLV vs SPG
+2,774.3%
-1,877.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -3.7% | -1.7% | -2.0% | -3.4% |
| 30D | -1.1% | -6.3% | +5.2% | +0.1% |
| 3M | +8.2% | -2.4% | +10.7% | +8.7% |
| 6M | +8.9% | +9.6% | -0.7% | +6.9% |
| YTD | +8.5% | +14.2% | -5.7% | +5.7% |
| 1Y | +22.3% | +19.3% | +3.0% | +18.0% |
| 3Y | +32.6% | +106.7% | -74.1% | +14.5% |
| 5Y | +34.4% | +104.2% | -69.8% | +14.9% |
| 10Y | +175.4% | +63.7% | +111.7% | +129.4% |
| All | +896.5% | +2,774.3% | -1,877.8% | +304.4% |
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