+5.5%
XLRE vs SARO
-13.2%
+18.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -1.8% | -4.9% | +3.0% | -1.3% |
| 30D | -4.7% | -15.4% | +10.7% | -3.1% |
| 3M | -4.1% | -12.3% | +8.2% | -3.1% |
| 6M | +3.6% | -9.4% | +13.1% | +3.8% |
| YTD | +8.5% | -17.7% | +26.2% | +9.8% |
| All | +5.5% | -13.2% | +18.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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