+453.2%
SPYG vs XLRE
+107.7%
+345.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | -1.8% | -2.7% | +0.9% | -0.2% |
| 30D | -1.9% | -2.3% | +0.4% | -0.5% |
| 3M | +5.2% | -3.5% | +8.6% | +7.0% |
| 6M | +15.6% | +1.9% | +13.7% | +13.5% |
| YTD | +12.4% | +8.3% | +4.1% | +6.1% |
| 1Y | +17.5% | +6.4% | +11.1% | +11.9% |
| 3Y | +98.1% | +30.2% | +67.8% | +63.1% |
| 5Y | +84.9% | +8.6% | +76.3% | +70.8% |
| 10Y | +417.7% | +87.4% | +330.3% | +243.6% |
| All | +453.2% | +107.7% | +345.5% | +251.8% |
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