+4,789.7%
SITM vs XLRE
+40.6%
+4,749.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +4.6% |
| 7D | +3.9% | -1.2% | +5.0% | +5.2% |
| 30D | -6.6% | -2.4% | -4.2% | -4.3% |
| 3M | -11.9% | -2.5% | -9.4% | -11.2% |
| 6M | +81.1% | +4.0% | +77.2% | +69.8% |
| YTD | +80.0% | +9.3% | +70.7% | +59.3% |
| 1Y | +145.8% | +5.6% | +140.2% | +125.8% |
| 3Y | +475.9% | +31.3% | +444.6% | +313.2% |
| 5Y | +189.2% | +9.5% | +179.7% | +160.9% |
| All | +4,789.7% | +40.6% | +4,749.1% | +3,706.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling