+96.2%
SMH vs XLRE
+9.1%
+87.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | +2.5% | -1.2% | +3.7% | +2.3% |
| 30D | -0.5% | -2.8% | +2.3% | -0.9% |
| 3M | -9.6% | -0.2% | -9.5% | -10.5% |
| 6M | +42.1% | +1.9% | +40.1% | +37.7% |
| YTD | +57.4% | +10.6% | +46.9% | +50.8% |
| 1Y | +96.2% | +8.8% | +87.4% | +85.9% |
| All | +96.2% | +9.1% | +87.1% | +85.9% |
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 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