+153.1%
SO vs XLRE
+89.0%
+64.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.3% |
| 30D | -5.0% | -2.4% | -2.6% | -3.4% |
| 3M | -5.8% | -2.5% | -3.3% | -4.2% |
| 6M | -7.9% | +4.0% | -11.9% | -10.5% |
| YTD | +2.4% | +9.3% | -6.9% | -3.9% |
| 1Y | -2.3% | +5.6% | -7.8% | -6.2% |
| 3Y | +41.9% | +31.3% | +10.6% | +15.0% |
| 5Y | +58.1% | +9.5% | +48.5% | +43.2% |
| All | +153.1% | +89.0% | +64.0% | +50.6% |
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