+145.8%
SITM vs XLRE
+7.1%
+138.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +5.5% |
| 7D | +3.9% | -1.2% | +5.0% | +3.9% |
| 30D | -6.6% | -2.4% | -4.2% | -6.5% |
| 3M | -11.9% | -2.5% | -9.4% | -12.9% |
| 6M | +81.1% | +4.0% | +77.2% | +65.4% |
| YTD | +80.0% | +9.3% | +70.7% | +62.2% |
| 1Y | +145.8% | +5.6% | +140.2% | +126.8% |
| All | +145.8% | +7.1% | +138.7% | +126.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling