+108.1%
XLRE vs SNY
+38.7%
+69.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -1.2% | -3.3% | +2.2% | -0.2% |
| 30D | -2.4% | -2.2% | -0.3% | -1.8% |
| 3M | -2.5% | -3.0% | +0.5% | -1.7% |
| 6M | +4.0% | +2.7% | +1.2% | +2.9% |
| YTD | +9.3% | -6.8% | +16.1% | +11.1% |
| 1Y | +5.6% | -5.3% | +10.8% | +6.6% |
| 3Y | +31.3% | -9.8% | +41.1% | +31.6% |
| 5Y | +9.5% | +9.7% | -0.1% | +0.2% |
| 10Y | +89.0% | +64.5% | +24.5% | +50.3% |
| All | +108.1% | +38.7% | +69.4% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling