+572.5%
SNPS vs XLRE
+89.0%
+483.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.7% |
| 30D | -3.6% | -2.4% | -1.2% | -2.1% |
| 3M | -12.9% | -2.5% | -10.4% | -11.8% |
| 6M | -8.2% | +4.0% | -12.2% | -11.3% |
| YTD | -15.4% | +9.3% | -24.7% | -21.2% |
| 1Y | -9.3% | +5.6% | -14.9% | -13.6% |
| 3Y | -14.0% | +31.3% | -45.2% | -30.9% |
| 5Y | +19.5% | +9.5% | +10.0% | +9.8% |
| All | +572.5% | +89.0% | +483.5% | +334.1% |
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 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