+100.5%
SIMO vs XLRE
+14.1%
+86.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.9% | -6.4% |
| 7D | -16.9% | +7.1% | -24.0% | -11.3% |
| 30D | -35.4% | +10.9% | -46.3% | -29.1% |
| 3M | -31.9% | +0.7% | -32.6% | -30.7% |
| 6M | -19.3% | +4.1% | -23.4% | -16.5% |
| YTD | +98.5% | +14.5% | +84.0% | +101.8% |
| 1Y | +100.5% | +14.1% | +86.4% | +104.7% |
| All | +100.5% | +14.1% | +86.4% | +104.7% |
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