+14.1%
XLRE vs SFM
-35.8%
+49.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +3.2% |
| 7D | +7.1% | -12.3% | +19.4% | +7.2% |
| 30D | +10.9% | -16.2% | +27.1% | +11.3% |
| 3M | +0.7% | -36.8% | +37.5% | +2.4% |
| 6M | +4.1% | -32.6% | +36.7% | +5.4% |
| YTD | +14.5% | -31.7% | +46.2% | +15.2% |
| 1Y | +14.1% | -35.0% | +49.1% | +14.8% |
| All | +14.1% | -35.8% | +49.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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