-2.6%
SW vs XLRE
+7.8%
-10.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | +2.3% | +1.9% | +0.4% | +1.3% |
| 30D | +6.8% | +8.5% | -1.7% | +2.2% |
| 3M | -5.2% | -1.0% | -4.2% | -4.6% |
| 6M | +7.4% | 0.0% | +7.4% | +7.6% |
| YTD | +17.4% | +11.7% | +5.7% | +11.5% |
| 1Y | +27.1% | +11.8% | +15.3% | +20.7% |
| 3Y | +47.9% | +40.8% | +7.0% | +30.2% |
| All | -2.6% | +7.8% | -10.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling