+12.0%
SHW vs XLRE
+8.4%
+3.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.2% |
| 7D | -3.1% | -1.2% | -2.0% | -2.2% |
| 30D | -10.0% | -2.4% | -7.6% | -8.2% |
| 3M | +2.3% | -2.5% | +4.8% | +4.3% |
| 6M | +0.7% | +4.0% | -3.3% | -2.3% |
| YTD | +0.5% | +9.3% | -8.8% | -6.1% |
| 1Y | -11.5% | +5.6% | -17.1% | -15.2% |
| 3Y | +21.3% | +31.3% | -9.9% | -2.4% |
| All | +12.0% | +8.4% | +3.6% | +1.3% |
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