+20.7%
XLK vs XLRE
+14.1%
+6.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | +0.5% |
| 7D | -7.6% | +7.1% | -14.7% | -6.6% |
| 30D | -12.2% | +10.9% | -23.1% | -10.9% |
| 3M | -5.5% | +0.7% | -6.2% | -5.3% |
| 6M | +9.2% | +4.1% | +5.0% | +9.1% |
| YTD | +23.0% | +14.5% | +8.5% | +19.1% |
| 1Y | +20.7% | +14.1% | +6.6% | +17.1% |
| All | +20.7% | +14.1% | +6.6% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling