+30.2%
XLRE vs SAN
+342.3%
-312.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -2.2% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | -3.5% | +22.7% | -26.2% | -7.2% |
| 6M | +1.9% | +28.8% | -26.9% | -3.2% |
| YTD | +8.3% | +26.3% | -17.9% | +2.8% |
| 1Y | +6.4% | +48.8% | -42.5% | -2.7% |
| All | +30.2% | +342.3% | -312.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling