+296.1%
SLV vs XLRE
+111.8%
+184.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +3.3% | -2.4% | +5.7% | +4.0% |
| 3M | -3.6% | +0.6% | -4.2% | -3.9% |
| 6M | -21.8% | +3.9% | -25.8% | -22.8% |
| YTD | -7.8% | +10.5% | -18.3% | -10.6% |
| 1Y | +58.3% | +8.4% | +49.9% | +54.3% |
| 3Y | +182.6% | +32.8% | +149.8% | +158.4% |
| 5Y | +167.8% | +7.0% | +160.8% | +157.0% |
| 10Y | +218.9% | +83.8% | +135.0% | +172.0% |
| All | +296.1% | +111.8% | +184.2% | +242.2% |
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