+2.0%
SLB vs XLRE
+112.0%
-110.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +0.8% | -1.2% | +2.1% | +1.6% |
| 30D | +15.8% | -2.8% | +18.6% | +17.8% |
| 3M | -0.3% | -0.2% | -0.2% | -0.6% |
| 6M | +21.3% | +1.9% | +19.4% | +19.3% |
| YTD | +52.3% | +10.6% | +41.7% | +41.9% |
| 1Y | +63.6% | +8.8% | +54.8% | +53.9% |
| 3Y | +3.8% | +31.5% | -27.8% | -15.0% |
| 5Y | +128.6% | +6.6% | +122.1% | +112.6% |
| 10Y | -3.1% | +84.0% | -87.1% | -34.9% |
| All | +2.0% | +112.0% | -110.0% | -34.9% |
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