+88.2%
XLRE vs SFM
+271.4%
-183.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.2% | -10.6% | +9.5% | 0.0% |
| 30D | -2.4% | -15.5% | +13.1% | -0.7% |
| 3M | -2.5% | -17.4% | +14.9% | -0.7% |
| 6M | +4.0% | -3.4% | +7.4% | +3.7% |
| YTD | +9.3% | -8.7% | +18.0% | +9.5% |
| 1Y | +5.6% | -47.2% | +52.8% | +12.3% |
| 3Y | +31.3% | +82.7% | -51.4% | +18.2% |
| 5Y | +9.5% | +214.3% | -204.7% | -9.0% |
| All | +88.2% | +271.4% | -183.2% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling