+7.0%
S vs XLRE
+7.1%
-0.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -11.4% | -2.4% | -9.0% | -11.1% |
| 3M | +33.8% | -2.5% | +36.3% | +34.4% |
| 6M | +39.5% | +4.0% | +35.5% | +34.8% |
| YTD | +31.7% | +9.3% | +22.4% | +23.1% |
| 1Y | +7.0% | +5.6% | +1.4% | -0.3% |
| All | +7.0% | +7.1% | -0.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling