+179.5%
SW vs XLRE
+112.9%
+66.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.2% | +6.0% | -1.9% | +1.9% |
| 3M | -11.5% | +0.5% | -12.1% | -11.6% |
| 6M | +8.6% | +1.2% | +7.4% | +8.3% |
| YTD | +15.0% | +12.6% | +2.4% | +10.6% |
| 1Y | +25.7% | +11.0% | +14.7% | +21.5% |
| 3Y | +44.8% | +43.0% | +1.9% | +30.7% |
| 5Y | -1.7% | +9.1% | -10.9% | -6.3% |
| All | +179.5% | +112.9% | +66.6% | +130.4% |
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