+110.4%
XLRE vs SAN
+272.3%
-161.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.3% | +3.3% | -3.7% | -1.1% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | +0.6% | +22.2% | -21.6% | -4.1% |
| 6M | +3.9% | +36.0% | -32.1% | -3.6% |
| YTD | +10.5% | +28.2% | -17.8% | +3.4% |
| 1Y | +8.4% | +54.1% | -45.7% | -3.0% |
| 3Y | +32.8% | +354.2% | -321.4% | -9.1% |
| 5Y | +7.0% | +387.3% | -380.2% | -29.9% |
| 10Y | +83.8% | +334.8% | -251.0% | +11.0% |
| All | +110.4% | +272.3% | -161.9% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling