+56.2%
SAP vs XLRE
+31.2%
+25.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -0.3% | -0.7% | +0.5% | +0.1% |
| 30D | +0.3% | -2.2% | +2.5% | +1.4% |
| 3M | +16.9% | -2.6% | +19.5% | +18.6% |
| 6M | +6.3% | +2.6% | +3.8% | +5.2% |
| YTD | -12.4% | +9.3% | -21.7% | -15.9% |
| 1Y | -21.6% | +7.2% | -28.9% | -24.1% |
| All | +56.2% | +31.2% | +25.0% | +41.0% |
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