+332.2%
SHW vs XLRE
+107.7%
+224.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -4.5% | -2.7% | -1.7% | -2.6% |
| 30D | -12.7% | -2.3% | -10.4% | -11.2% |
| 3M | +4.7% | -3.5% | +8.2% | +7.4% |
| 6M | -3.4% | +1.9% | -5.3% | -4.6% |
| YTD | -1.3% | +8.3% | -9.7% | -6.6% |
| 1Y | -10.4% | +6.4% | -16.7% | -14.2% |
| 3Y | +20.1% | +30.2% | -10.1% | -0.5% |
| 5Y | +10.5% | +8.6% | +1.9% | +3.0% |
| 10Y | +280.3% | +87.4% | +192.9% | +152.1% |
| All | +332.2% | +107.7% | +224.5% | +170.8% |
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