+133.9%
SRE vs XLRE
+109.5%
+24.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.4% |
| 7D | -0.8% | -1.2% | +0.3% | 0.0% |
| 30D | -3.0% | -2.4% | -0.6% | -1.3% |
| 3M | -8.3% | -2.5% | -5.8% | -6.8% |
| 6M | -8.9% | +4.0% | -12.9% | -11.7% |
| YTD | -4.3% | +9.3% | -13.6% | -10.5% |
| 1Y | +2.7% | +5.6% | -2.9% | -1.6% |
| 3Y | +28.7% | +31.3% | -2.6% | +3.8% |
| 5Y | +47.1% | +9.5% | +37.6% | +33.4% |
| 10Y | +121.7% | +89.0% | +32.7% | +33.0% |
| All | +133.9% | +109.5% | +24.4% | +34.9% |
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