+2,277.0%
SMH vs XLRE
+107.7%
+2,169.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +1.4% | -2.7% | +4.1% | +3.3% |
| 30D | -2.2% | -2.3% | +0.1% | -0.7% |
| 3M | -1.9% | -3.5% | +1.6% | -0.3% |
| 6M | +41.0% | +1.9% | +39.1% | +37.7% |
| YTD | +55.6% | +8.3% | +47.2% | +45.3% |
| 1Y | +86.8% | +6.4% | +80.4% | +76.4% |
| 3Y | +277.7% | +30.2% | +247.4% | +203.5% |
| 5Y | +324.2% | +8.6% | +315.5% | +289.1% |
| 10Y | +1,828.6% | +87.4% | +1,741.2% | +1,152.5% |
| All | +2,277.0% | +107.7% | +2,169.3% | +1,359.3% |
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