+115.5%
XLRE vs SUI
+147.0%
-31.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +2.1% | +3.4% | -1.3% | 0.0% |
| 30D | +7.1% | +4.6% | +2.5% | +4.1% |
| 3M | +1.3% | +1.6% | -0.3% | -0.1% |
| 6M | +2.1% | -3.5% | +5.6% | +3.6% |
| YTD | +13.1% | -1.0% | +14.1% | +12.8% |
| 1Y | +11.9% | -1.7% | +13.6% | +12.0% |
| 3Y | +43.7% | +18.4% | +25.3% | +25.0% |
| 5Y | +9.7% | -26.3% | +36.1% | +26.4% |
| 10Y | +113.0% | +123.3% | -10.3% | +22.2% |
| All | +115.5% | +147.0% | -31.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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