+318.1%
SIMO vs XLRE
+8.4%
+309.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.4% | +6.9% |
| 7D | +11.0% | -1.2% | +12.2% | +11.5% |
| 30D | +17.9% | -2.4% | +20.3% | +18.9% |
| 3M | +3.9% | -2.5% | +6.4% | +4.1% |
| 6M | +131.0% | +4.0% | +127.1% | +124.4% |
| YTD | +209.3% | +9.3% | +200.0% | +193.0% |
| 1Y | +223.8% | +5.6% | +218.2% | +211.7% |
| 3Y | +479.2% | +31.3% | +448.0% | +406.2% |
| All | +318.1% | +8.4% | +309.7% | +298.1% |
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