+281.3%
SGI vs XLRE
+109.5%
+171.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +1.3% |
| 30D | +5.5% | -2.2% | +7.8% | +7.7% |
| 3M | -3.6% | -2.6% | -1.0% | -1.4% |
| 6M | -15.0% | +2.6% | -17.6% | -16.8% |
| YTD | -23.0% | +9.3% | -32.3% | -29.0% |
| 1Y | -18.4% | +7.2% | -25.6% | -23.6% |
| 3Y | +57.8% | +31.3% | +26.4% | +21.4% |
| 5Y | +51.5% | +8.1% | +43.3% | +40.5% |
| 10Y | +275.2% | +88.9% | +186.2% | +139.4% |
| All | +281.3% | +109.5% | +171.8% | +131.2% |
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