+4,532.8%
SITM vs XLRE
+39.4%
+4,493.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.0% |
| 7D | +4.8% | -2.7% | +7.6% | +8.0% |
| 30D | -9.7% | -2.3% | -7.4% | -7.6% |
| 3M | -9.3% | -3.5% | -5.9% | -7.6% |
| 6M | +69.5% | +1.9% | +67.6% | +62.6% |
| YTD | +70.5% | +8.3% | +62.2% | +52.3% |
| 1Y | +145.3% | +6.4% | +138.9% | +123.2% |
| 3Y | +432.8% | +30.2% | +402.6% | +285.4% |
| 5Y | +174.0% | +8.6% | +165.4% | +149.4% |
| All | +4,532.8% | +39.4% | +4,493.5% | +3,538.8% |
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