+563.4%
SPMO vs XLRE
+104.9%
+458.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.6% |
| 30D | -0.7% | -2.3% | +1.6% | +0.5% |
| 3M | +2.8% | -3.5% | +6.3% | +4.3% |
| 6M | +24.4% | +1.9% | +22.6% | +22.3% |
| YTD | +24.2% | +8.3% | +15.8% | +17.8% |
| 1Y | +24.5% | +6.4% | +18.1% | +19.1% |
| 3Y | +155.6% | +30.2% | +125.3% | +115.4% |
| 5Y | +148.2% | +8.6% | +139.6% | +130.3% |
| 10Y | +514.8% | +87.4% | +427.4% | +340.0% |
| All | +563.4% | +104.9% | +458.4% | +371.8% |
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