+122.7%
SW vs XLRE
+115.6%
+7.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.8% |
| 7D | +4.7% | +2.9% | +1.8% | +3.6% |
| 30D | +5.0% | +7.8% | -2.8% | +2.2% |
| 3M | -7.3% | -1.2% | -6.2% | -6.9% |
| 6M | +15.0% | +2.0% | +13.0% | +14.4% |
| YTD | +18.5% | +12.4% | +6.1% | +14.2% |
| 1Y | +27.1% | +12.1% | +15.1% | +22.6% |
| 3Y | +49.3% | +39.8% | +9.5% | +35.7% |
| 5Y | -1.6% | +8.9% | -10.5% | -5.9% |
| 10Y | +185.4% | +108.8% | +76.5% | +126.4% |
| All | +122.7% | +115.6% | +7.2% | +77.3% |
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