+183.3%
SW vs XLRE
+112.3%
+71.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | +1.8% | +2.3% | -0.5% | +1.0% |
| 30D | +7.0% | +7.3% | -0.3% | +4.3% |
| 3M | -7.6% | +0.1% | -7.7% | -7.6% |
| 6M | +8.5% | +2.3% | +6.3% | +7.8% |
| YTD | +17.7% | +13.3% | +4.4% | +12.9% |
| 1Y | +27.1% | +12.0% | +15.1% | +22.5% |
| 3Y | +48.2% | +45.5% | +2.7% | +33.1% |
| 5Y | -2.3% | +9.3% | -11.7% | -7.0% |
| 10Y | +183.3% | +110.1% | +73.2% | +134.9% |
| All | +183.3% | +112.3% | +71.0% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling