+309.7%
SN vs XLRE
+26.6%
+283.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.3% |
| 7D | -3.4% | -0.7% | -2.7% | -2.7% |
| 30D | -9.1% | -2.2% | -6.8% | -7.2% |
| 3M | +31.8% | -2.6% | +34.4% | +34.6% |
| 6M | +52.0% | +2.6% | +49.5% | +47.7% |
| YTD | +51.3% | +9.3% | +42.0% | +38.4% |
| 1Y | +46.9% | +7.2% | +39.6% | +36.3% |
| 3Y | +394.9% | +31.3% | +363.6% | +330.5% |
| All | +309.7% | +26.6% | +283.1% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling