+45.8%
XRT vs SPG
+111.2%
-65.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +0.8% | -2.4% | +3.2% | +2.2% |
| 30D | -4.2% | -6.8% | +2.6% | -0.3% |
| 3M | +5.1% | +2.7% | +2.4% | +3.3% |
| 6M | +2.4% | +5.5% | -3.0% | -0.9% |
| YTD | +3.2% | +15.7% | -12.5% | -5.5% |
| 1Y | +1.5% | +20.9% | -19.3% | -9.5% |
| All | +45.8% | +111.2% | -65.4% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling