+59.1%
SO vs XLRE
+7.1%
+52.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | -1.1% | -2.7% | +1.6% | +0.3% |
| 30D | -3.7% | -2.3% | -1.4% | -2.5% |
| 3M | -5.9% | -3.5% | -2.4% | -4.1% |
| 6M | -7.3% | +1.9% | -9.2% | -8.3% |
| YTD | +3.1% | +8.3% | -5.2% | -1.3% |
| 1Y | -1.0% | +6.4% | -7.4% | -4.3% |
| 3Y | +43.2% | +30.2% | +13.0% | +23.1% |
| 5Y | +59.1% | +8.6% | +50.5% | +46.4% |
| All | +59.1% | +7.1% | +52.0% | +46.4% |
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