+108.1%
XLRE vs SPY
+357.3%
-249.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.8% |
| 7D | -0.7% | -0.4% | -0.4% | -0.4% |
| 30D | -2.2% | -1.4% | -0.9% | -1.2% |
| 3M | -2.6% | +3.7% | -6.3% | -5.7% |
| 6M | +2.6% | +13.0% | -10.4% | -7.4% |
| YTD | +9.3% | +12.4% | -3.1% | -1.1% |
| 1Y | +7.2% | +18.5% | -11.3% | -7.2% |
| 3Y | +31.3% | +77.6% | -46.3% | -20.2% |
| 5Y | +8.1% | +81.7% | -73.5% | -36.0% |
| 10Y | +88.9% | +319.7% | -230.7% | -42.5% |
| All | +108.1% | +357.3% | -249.2% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling