+553.4%
SE vs XLRE
+78.1%
+475.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.1% |
| 7D | -5.2% | -1.2% | -4.1% | -4.3% |
| 30D | -17.1% | -2.4% | -14.7% | -15.4% |
| 3M | +24.0% | -2.5% | +26.5% | +25.8% |
| 6M | +21.0% | +4.0% | +17.0% | +16.2% |
| YTD | -16.7% | +9.3% | -26.0% | -23.6% |
| 1Y | -45.9% | +5.6% | -51.5% | -49.1% |
| 3Y | +177.8% | +31.3% | +146.5% | +109.0% |
| 5Y | -67.4% | +9.5% | -76.9% | -70.0% |
| All | +553.4% | +78.1% | +475.3% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling