+1,817.6%
SMH vs XLRE
+89.0%
+1,728.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | +0.3% | -1.2% | +1.4% | +1.1% |
| 30D | -2.8% | -2.4% | -0.4% | -1.2% |
| 3M | -6.7% | -2.5% | -4.2% | -5.9% |
| 6M | +41.8% | +4.0% | +37.8% | +36.4% |
| YTD | +57.9% | +9.3% | +48.6% | +46.4% |
| 1Y | +87.6% | +5.6% | +82.1% | +77.9% |
| 3Y | +282.9% | +31.3% | +251.7% | +204.4% |
| 5Y | +330.4% | +9.5% | +320.9% | +291.6% |
| All | +1,817.6% | +89.0% | +1,728.6% | +1,124.9% |
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 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