+88.2%
XLRE vs SPY
+322.5%
-234.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | -2.4% | -1.1% | -1.3% | -1.6% |
| 3M | -2.5% | +3.9% | -6.4% | -5.7% |
| 6M | +4.0% | +13.6% | -9.6% | -6.6% |
| YTD | +9.3% | +12.7% | -3.4% | -1.3% |
| 1Y | +5.6% | +17.5% | -11.9% | -8.1% |
| 3Y | +31.3% | +76.9% | -45.6% | -20.3% |
| 5Y | +9.5% | +83.6% | -74.0% | -36.0% |
| All | +88.2% | +322.5% | -234.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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