+13.7%
SPGI vs XLRE
+9.1%
+4.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +0.8% | +0.4% | +0.6% |
| 30D | +15.9% | +6.9% | +9.0% | +10.2% |
| 3M | +12.3% | -0.8% | +13.1% | +13.0% |
| 6M | +23.7% | +2.1% | +21.6% | +21.7% |
| YTD | -3.5% | +12.6% | -16.2% | -12.3% |
| 1Y | +0.4% | +12.5% | -12.1% | -8.6% |
| 3Y | +29.9% | +44.2% | -14.3% | -4.7% |
| All | +13.7% | +9.1% | +4.6% | +4.5% |
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