+319.5%
SN vs XLRE
+28.1%
+291.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -9.3% | -1.2% | -8.1% | -8.3% |
| 30D | -4.8% | -2.8% | -2.0% | -2.3% |
| 3M | +40.4% | -0.2% | +40.6% | +40.1% |
| 6M | +50.9% | +1.9% | +49.0% | +47.5% |
| YTD | +54.9% | +10.6% | +44.4% | +40.1% |
| 1Y | +43.0% | +8.8% | +34.2% | +30.8% |
| 3Y | +391.8% | +31.5% | +360.3% | +336.4% |
| All | +319.5% | +28.1% | +291.5% | +324.7% |
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