-4.9%
SHOP vs XLRE
+14.1%
-19.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.0% | +5.1% |
| 7D | -9.0% | +7.1% | -16.1% | -12.9% |
| 30D | -4.4% | +10.9% | -15.4% | -10.6% |
| 3M | +24.1% | +0.7% | +23.4% | +23.1% |
| 6M | +20.0% | +4.1% | +15.9% | +16.6% |
| YTD | -4.9% | +14.5% | -19.4% | -16.2% |
| 1Y | -4.9% | +14.1% | -19.0% | -15.5% |
| All | -4.9% | +14.1% | -19.0% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling