+43.4%
SMH vs XLRE
+14.1%
+29.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.1% | -1.9% |
| 7D | -11.2% | +7.1% | -18.3% | -9.7% |
| 30D | -20.4% | +10.9% | -31.4% | -18.7% |
| 3M | -12.4% | +0.7% | -13.1% | -11.9% |
| 6M | -0.5% | +4.1% | -4.6% | -0.7% |
| YTD | +40.0% | +14.5% | +25.5% | +34.7% |
| 1Y | +43.4% | +14.1% | +29.3% | +38.2% |
| All | +43.4% | +14.1% | +29.3% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling