+282.9%
SMH vs XLRE
+31.2%
+251.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +0.3% | -1.2% | +1.4% | +0.7% |
| 30D | -2.8% | -2.4% | -0.4% | -1.9% |
| 3M | -6.7% | -2.5% | -4.2% | -6.3% |
| 6M | +41.8% | +4.0% | +37.8% | +37.3% |
| YTD | +57.9% | +9.3% | +48.6% | +48.9% |
| 1Y | +87.6% | +5.6% | +82.1% | +80.0% |
| 3Y | +282.9% | +31.3% | +251.7% | +221.7% |
| All | +282.9% | +31.2% | +251.7% | +221.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling