-22.9%
SPOT vs XLRE
+9.1%
-32.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | +12.5% | -2.8% | +15.3% | +13.3% |
| 3M | +9.9% | -0.2% | +10.1% | +10.3% |
| 6M | +1.6% | +1.9% | -0.4% | +0.1% |
| YTD | -6.6% | +10.6% | -17.2% | -5.7% |
| 1Y | -22.9% | +8.8% | -31.8% | -22.0% |
| All | -22.9% | +9.1% | -32.1% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling