+211.0%
SO vs XLRE
+111.8%
+99.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | -3.2% | -2.4% | -0.8% | -1.7% |
| 3M | -1.7% | +0.6% | -2.3% | -2.1% |
| 6M | -7.2% | +3.9% | -11.1% | -9.6% |
| YTD | +4.6% | +10.5% | -5.9% | -2.4% |
| 1Y | +1.2% | +8.4% | -7.2% | -4.4% |
| 3Y | +45.3% | +32.8% | +12.5% | +17.8% |
| 5Y | +58.7% | +7.0% | +51.7% | +47.0% |
| 10Y | +155.9% | +83.8% | +72.0% | +59.7% |
| All | +211.0% | +111.8% | +99.2% | +89.8% |
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