+181.6%
SE vs XLRE
+30.1%
+151.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -4.8% | -2.7% | -2.1% | -3.8% |
| 30D | -18.1% | -2.3% | -15.8% | -17.4% |
| 3M | +30.6% | -3.5% | +34.1% | +32.0% |
| 6M | +20.8% | +1.9% | +18.9% | +19.3% |
| YTD | -15.6% | +8.3% | -23.9% | -18.6% |
| 1Y | -44.2% | +6.4% | -50.6% | -45.9% |
| All | +181.6% | +30.1% | +151.5% | +202.8% |
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