+450.0%
SN vs XLRE
+44.1%
+405.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.5% | +0.8% | +0.7% | +0.8% |
| 30D | +21.5% | +6.9% | +14.6% | +14.0% |
| 3M | +20.0% | -0.8% | +20.9% | +21.0% |
| 6M | +119.9% | +2.1% | +117.8% | +114.4% |
| YTD | +102.3% | +12.6% | +89.7% | +78.9% |
| 1Y | +148.0% | +12.5% | +135.5% | +119.4% |
| 3Y | +450.0% | +44.2% | +405.8% | +332.2% |
| All | +450.0% | +44.1% | +405.9% | +332.2% |
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