+1,117.9%
SIMO vs XLRE
+111.8%
+1,006.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 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