+465.4%
SIMO vs XLRE
+31.2%
+434.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | +14.5% | -0.7% | +15.2% | +14.7% |
| 30D | +20.4% | -2.2% | +22.6% | +21.2% |
| 3M | +7.1% | -2.6% | +9.8% | +7.1% |
| 6M | +129.2% | +2.6% | +126.7% | +122.7% |
| YTD | +201.9% | +9.3% | +192.7% | +182.9% |
| 1Y | +235.5% | +7.2% | +228.3% | +217.8% |
| All | +465.4% | +31.2% | +434.3% | +409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling