-66.9%
SE vs XLRE
+7.1%
-74.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | -4.8% | -2.7% | -2.1% | -2.2% |
| 30D | -18.1% | -2.3% | -15.8% | -16.3% |
| 3M | +30.6% | -3.5% | +34.1% | +34.1% |
| 6M | +20.8% | +1.9% | +18.9% | +17.5% |
| YTD | -15.6% | +8.3% | -23.9% | -23.1% |
| 1Y | -44.2% | +6.4% | -50.6% | -48.5% |
| 3Y | +181.5% | +30.2% | +151.3% | +96.7% |
| 5Y | -66.9% | +8.6% | -75.5% | -68.7% |
| All | -66.9% | +7.1% | -74.0% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling