+262.8%
SGI vs XLRE
+89.0%
+173.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -4.5% | -1.2% | -3.3% | -3.3% |
| 30D | +4.2% | -2.4% | +6.6% | +6.7% |
| 3M | -7.4% | -2.5% | -5.0% | -5.4% |
| 6M | -15.1% | +4.0% | -19.0% | -18.0% |
| YTD | -24.7% | +9.3% | -34.0% | -30.7% |
| 1Y | -21.8% | +5.6% | -27.3% | -25.8% |
| 3Y | +50.0% | +31.3% | +18.8% | +14.6% |
| 5Y | +48.9% | +9.5% | +39.4% | +36.2% |
| All | +262.8% | +89.0% | +173.7% | +132.5% |
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