+22.7%
XLP vs XLRE
+11.5%
+11.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.0% |
| 30D | +7.3% | +6.9% | +0.4% | +3.4% |
| 3M | +8.1% | -0.8% | +8.9% | +8.6% |
| 6M | +10.5% | +2.1% | +8.4% | +9.4% |
| YTD | +21.2% | +12.6% | +8.6% | +13.6% |
| 1Y | +22.7% | +12.5% | +10.2% | +15.1% |
| All | +22.7% | +11.5% | +11.2% | +15.1% |
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