+139.9%
XLC vs XLRE
+81.6%
+58.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.0% |
| 30D | -0.9% | -2.2% | +1.3% | +0.4% |
| 3M | -0.3% | -2.6% | +2.3% | +1.1% |
| 6M | -5.2% | +2.6% | -7.7% | -6.8% |
| YTD | -5.3% | +9.3% | -14.6% | -10.5% |
| 1Y | -2.8% | +7.2% | -10.0% | -7.2% |
| 3Y | +71.2% | +31.3% | +39.9% | +42.2% |
| 5Y | +37.6% | +8.1% | +29.4% | +28.0% |
| All | +139.9% | +81.6% | +58.3% | +62.0% |
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 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