+147.0%
XLP vs XLRE
+117.2%
+29.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | +8.9% | +7.3% | +1.7% | +5.3% |
| 3M | +7.5% | +0.1% | +7.4% | +7.4% |
| 6M | +9.4% | +2.3% | +7.2% | +8.2% |
| YTD | +19.3% | +13.3% | +6.0% | +12.0% |
| 1Y | +21.7% | +12.0% | +9.8% | +15.0% |
| 3Y | +44.0% | +45.5% | -1.5% | +18.4% |
| 5Y | +42.8% | +9.3% | +33.4% | +33.8% |
| 10Y | +128.8% | +110.1% | +18.7% | +50.6% |
| All | +147.0% | +117.2% | +29.8% | +61.4% |
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