+3,215.6%
SHOP vs XLRE
+109.5%
+3,106.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -4.4% |
| 7D | -10.6% | -0.7% | -9.9% | -10.0% |
| 30D | -18.3% | -2.2% | -16.1% | -16.5% |
| 3M | +14.8% | -2.6% | +17.4% | +17.7% |
| 6M | -5.0% | +2.6% | -7.6% | -7.6% |
| YTD | -21.2% | +9.3% | -30.5% | -27.8% |
| 1Y | -11.6% | +7.2% | -18.8% | -17.7% |
| 3Y | +101.2% | +31.3% | +69.9% | +55.9% |
| 5Y | -15.7% | +8.1% | -23.8% | -20.7% |
| 10Y | +2,989.4% | +88.9% | +2,900.5% | +1,886.1% |
| All | +3,215.6% | +109.5% | +3,106.2% | +1,820.2% |
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