+272.3%
SAP vs XLRE
+111.8%
+160.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | +2.6% | -2.4% | +5.0% | +4.0% |
| 3M | +16.3% | +0.6% | +15.7% | +16.0% |
| 6M | +6.4% | +3.9% | +2.4% | +4.0% |
| YTD | -11.4% | +10.5% | -21.9% | -16.7% |
| 1Y | -20.4% | +8.4% | -28.8% | -24.4% |
| 3Y | +56.5% | +32.8% | +23.7% | +30.0% |
| 5Y | +56.8% | +7.0% | +49.8% | +47.2% |
| 10Y | +176.2% | +83.8% | +92.4% | +89.7% |
| All | +272.3% | +111.8% | +160.4% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling