+8.6%
XLRE vs SM
+108.0%
-99.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -2.7% | +2.1% | -4.9% | -2.9% |
| 30D | -2.3% | +18.1% | -20.5% | -3.7% |
| 3M | -3.5% | +17.0% | -20.5% | -4.9% |
| 6M | +1.9% | +55.4% | -53.6% | -2.8% |
| YTD | +8.3% | +108.6% | -100.2% | +0.2% |
| 1Y | +6.4% | +45.7% | -39.3% | +1.7% |
| 3Y | +30.2% | -0.3% | +30.6% | +25.7% |
| 5Y | +8.6% | +113.0% | -104.4% | -0.7% |
| All | +8.6% | +108.0% | -99.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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