-5.8%
SLB vs XLRE
+89.0%
-94.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -2.5% | -1.2% | -1.4% | -1.8% |
| 30D | +7.1% | -2.4% | +9.5% | +8.7% |
| 3M | +0.6% | -2.5% | +3.1% | +2.1% |
| 6M | +17.6% | +4.0% | +13.6% | +14.0% |
| YTD | +48.5% | +9.3% | +39.2% | +39.1% |
| 1Y | +59.4% | +5.6% | +53.8% | +52.8% |
| 3Y | -0.4% | +31.3% | -31.6% | -18.8% |
| 5Y | +133.8% | +9.5% | +124.2% | +111.9% |
| All | -5.8% | +89.0% | -94.8% | -36.0% |
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