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  • SIMO vs XLRE✓SelectedUSD · XLRESIMO vs XLRE performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs XLRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,117.9%
XLRE return
+111.8%
Excess return
+1,006.1%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioXLREExcessAlpha
1D+6.2%-0.1%+6.2%+6.2%
7D+14.6%-0.3%+14.9%+14.7%
30D+6.2%-2.4%+8.6%+7.4%
3M+3.6%+0.6%+3.0%+2.4%
6M+130.8%+3.9%+126.8%+124.2%
YTD+195.8%+10.5%+185.3%+178.5%
1Y+225.0%+8.4%+216.6%+209.1%
3Y+452.3%+32.8%+419.5%+374.5%
5Y+303.6%+7.0%+296.6%+280.4%
10Y+528.8%+83.8%+445.0%+358.6%
All+1,117.9%+111.8%+1,006.1%+750.8%

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