+8.0%
XLRE vs SAN
+374.5%
-366.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -2.1% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | -3.5% | +22.7% | -26.2% | -7.8% |
| 6M | +1.9% | +28.8% | -26.9% | -4.0% |
| YTD | +8.3% | +26.3% | -17.9% | +2.1% |
| 1Y | +6.4% | +48.8% | -42.5% | -3.7% |
| 3Y | +30.2% | +347.2% | -317.0% | -10.5% |
| All | +8.0% | +374.5% | -366.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling