+12.1%
S vs XLRE
+30.1%
-18.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +0.1% | -2.7% | +2.8% | +1.9% |
| 30D | -11.8% | -2.3% | -9.5% | -10.4% |
| 3M | +33.9% | -3.5% | +37.4% | +36.9% |
| 6M | +40.1% | +1.9% | +38.2% | +36.7% |
| YTD | +32.1% | +8.3% | +23.7% | +22.3% |
| 1Y | +11.0% | +6.4% | +4.7% | +4.3% |
| All | +12.1% | +30.1% | -18.0% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling