-99.7%
SPXU vs XLRE
+109.5%
-209.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -0.9% |
| 7D | +2.5% | -1.2% | +3.6% | +0.4% |
| 30D | +4.2% | -2.4% | +6.6% | -0.1% |
| 3M | -9.3% | -2.5% | -6.8% | -13.7% |
| 6M | -30.7% | +4.0% | -34.7% | -25.2% |
| YTD | -28.1% | +9.3% | -37.4% | -14.8% |
| 1Y | -35.2% | +5.6% | -40.8% | -27.7% |
| 3Y | -79.9% | +31.3% | -111.2% | -61.6% |
| 5Y | -86.4% | +9.5% | -95.9% | -75.4% |
| 10Y | -99.5% | +89.0% | -188.5% | -96.1% |
| All | -99.7% | +109.5% | -209.2% | -96.7% |
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