-14.4%
SMR vs XLRE
+11.7%
-26.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.5% | -16.4% |
| 7D | -11.2% | -1.2% | -10.1% | -10.4% |
| 30D | -10.2% | -2.4% | -7.8% | -8.4% |
| 3M | -10.0% | -2.5% | -7.5% | -9.2% |
| 6M | -30.5% | +4.0% | -34.4% | -33.9% |
| YTD | -39.2% | +9.3% | -48.5% | -45.0% |
| 1Y | -75.5% | +5.6% | -81.1% | -77.2% |
| 3Y | +45.4% | +31.3% | +14.2% | +15.0% |
| All | -14.4% | +11.7% | -26.1% | -33.3% |
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 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