+110.6%
XLRE vs SUI
+144.9%
-34.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.2% | -2.8% | +1.6% | +0.4% |
| 30D | -2.8% | -1.2% | -1.6% | -2.2% |
| 3M | -0.2% | -1.7% | +1.5% | +0.6% |
| 6M | +1.9% | -10.5% | +12.4% | +8.5% |
| YTD | +10.6% | -1.8% | +12.4% | +11.2% |
| 1Y | +8.8% | -4.1% | +12.9% | +10.7% |
| 3Y | +31.5% | +11.3% | +20.3% | +19.0% |
| 5Y | +6.6% | -32.1% | +38.7% | +29.4% |
| 10Y | +84.0% | +110.4% | -26.4% | +9.6% |
| All | +110.6% | +144.9% | -34.3% | +14.4% |
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