+186.0%
SIMO vs XLRE
+9.1%
+176.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +14.9% | +0.1% | +14.7% | +14.8% |
| 30D | -27.0% | +6.0% | -33.0% | -28.5% |
| 3M | -25.4% | +0.5% | -25.9% | -25.6% |
| 6M | -30.3% | +1.2% | -31.5% | -31.2% |
| YTD | +95.8% | +12.6% | +83.2% | +83.3% |
| 1Y | +100.0% | +11.0% | +89.0% | +88.5% |
| 3Y | +238.3% | +43.0% | +195.3% | +185.4% |
| All | +186.0% | +9.1% | +176.9% | +178.7% |
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 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