+1,106.7%
XLY vs SPG
+2,778.5%
-1,671.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -4.2% | -6.1% | +2.0% | -2.1% |
| 3M | -2.7% | -3.6% | +1.0% | -1.5% |
| 6M | -0.6% | +10.4% | -11.1% | -4.3% |
| YTD | -5.0% | +14.4% | -19.4% | -9.7% |
| 1Y | -4.1% | +16.5% | -20.6% | -9.6% |
| 3Y | +33.6% | +106.8% | -73.2% | +2.7% |
| 5Y | +28.7% | +108.9% | -80.2% | -1.9% |
| 10Y | +219.6% | +63.9% | +155.7% | +133.9% |
| All | +1,106.7% | +2,778.5% | -1,671.8% | +173.9% |
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 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