-85.6%
SMR vs XLRE
+14.1%
-99.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -5.5% |
| 7D | -9.5% | +7.1% | -16.6% | -11.9% |
| 30D | -33.2% | +10.9% | -44.1% | -35.9% |
| 3M | -45.9% | +0.7% | -46.7% | -46.3% |
| 6M | -57.9% | +4.1% | -62.0% | -60.0% |
| YTD | -63.8% | +14.5% | -78.3% | -70.2% |
| 1Y | -85.6% | +14.1% | -99.7% | -88.1% |
| All | -85.6% | +14.1% | -99.7% | -88.1% |
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