-86.3%
SPXU vs XLRE
+8.4%
-94.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -1.0% |
| 7D | +2.5% | -1.2% | +3.6% | +0.6% |
| 30D | +4.2% | -2.4% | +6.6% | +0.2% |
| 3M | -9.3% | -2.5% | -6.8% | -13.4% |
| 6M | -30.7% | +4.0% | -34.7% | -25.3% |
| YTD | -28.1% | +9.3% | -37.4% | -15.2% |
| 1Y | -35.2% | +5.6% | -40.8% | -27.8% |
| 3Y | -79.9% | +31.3% | -111.2% | -61.9% |
| All | -86.3% | +8.4% | -94.7% | -76.8% |
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 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