+30.2%
XLRE vs SPY
+75.5%
-45.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -2.7% | -2.0% | -0.7% | -1.7% |
| 30D | -2.3% | -1.7% | -0.7% | -1.5% |
| 3M | -3.5% | +4.7% | -8.2% | -6.1% |
| 6M | +1.9% | +12.5% | -10.6% | -5.1% |
| YTD | +8.3% | +11.7% | -3.4% | +1.2% |
| 1Y | +6.4% | +17.5% | -11.1% | -3.7% |
| All | +30.2% | +75.5% | -45.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling