+31.3%
XLRE vs SNY
-9.6%
+40.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -1.2% | -3.3% | +2.2% | -0.5% |
| 30D | -2.4% | -2.2% | -0.3% | -2.0% |
| 3M | -2.5% | -3.0% | +0.5% | -2.0% |
| 6M | +4.0% | +2.7% | +1.2% | +3.4% |
| YTD | +9.3% | -6.8% | +16.1% | +10.4% |
| 1Y | +5.6% | -5.3% | +10.8% | +6.3% |
| 3Y | +31.3% | -9.8% | +41.1% | +33.8% |
| All | +31.3% | -9.6% | +40.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling