+19.5%
SNPS vs XLRE
+7.1%
+12.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | -4.6% | -2.7% | -1.9% | -2.9% |
| 30D | -3.3% | -2.3% | -1.0% | -1.9% |
| 3M | -13.8% | -3.5% | -10.3% | -12.1% |
| 6M | -8.2% | +1.9% | -10.1% | -10.2% |
| YTD | -15.4% | +8.3% | -23.8% | -21.0% |
| 1Y | +2.4% | +6.4% | -4.0% | -3.1% |
| 3Y | -13.5% | +30.2% | -43.7% | -31.3% |
| 5Y | +19.5% | +8.6% | +10.8% | +14.3% |
| All | +19.5% | +7.1% | +12.3% | +14.3% |
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 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