+188.8%
SHEL vs XLRE
+8.4%
+180.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | +4.1% | -1.2% | +5.3% | +4.5% |
| 30D | +8.4% | -2.4% | +10.8% | +9.2% |
| 3M | +13.7% | -2.5% | +16.2% | +14.5% |
| 6M | +12.7% | +4.0% | +8.7% | +10.9% |
| YTD | +35.3% | +9.3% | +26.0% | +30.7% |
| 1Y | +39.4% | +5.6% | +33.8% | +36.2% |
| 3Y | +71.5% | +31.3% | +40.2% | +54.6% |
| All | +188.8% | +8.4% | +180.4% | +176.5% |
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 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