+219.9%
SLV vs XLRE
+89.0%
+130.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -2.8% | -1.2% | -1.7% | -2.5% |
| 30D | -1.6% | -2.4% | +0.8% | -0.8% |
| 3M | -4.4% | -2.5% | -1.9% | -3.8% |
| 6M | -25.4% | +4.0% | -29.4% | -26.4% |
| YTD | -9.8% | +9.3% | -19.1% | -12.3% |
| 1Y | +53.8% | +5.6% | +48.2% | +51.0% |
| 3Y | +174.7% | +31.3% | +143.4% | +150.7% |
| 5Y | +164.3% | +9.5% | +154.8% | +151.7% |
| All | +219.9% | +89.0% | +130.8% | +175.6% |
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