+31.3%
XLRE vs SPXS
-79.6%
+110.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -0.7% |
| 30D | -2.4% | +4.2% | -6.6% | -1.6% |
| 3M | -2.5% | -9.3% | +6.8% | -4.0% |
| 6M | +4.0% | -30.7% | +34.7% | -2.4% |
| YTD | +9.3% | -28.1% | +37.3% | +3.5% |
| 1Y | +5.6% | -35.1% | +40.6% | -1.7% |
| 3Y | +31.3% | -79.6% | +110.9% | -7.5% |
| All | +31.3% | -79.6% | +110.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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