+152.6%
XRT vs SPG
+117.3%
+35.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | +2.5% | +5.1% | -2.6% | +0.5% |
| 30D | +10.3% | +16.8% | -6.5% | +3.6% |
| 3M | +2.4% | +5.7% | -3.3% | +0.1% |
| 6M | +10.0% | +17.8% | -7.8% | +2.8% |
| YTD | +9.5% | +30.1% | -20.6% | -1.8% |
| 1Y | +17.2% | +32.8% | -15.6% | +4.2% |
| 3Y | +62.0% | +137.2% | -75.2% | +13.8% |
| 5Y | -2.1% | +81.5% | -83.6% | -24.9% |
| 10Y | +152.6% | +116.5% | +36.0% | +77.0% |
| All | +152.6% | +117.3% | +35.3% | +77.0% |
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