-1.5%
XLY vs XLRE
+9.1%
-10.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -2.0% | -1.2% | -0.7% | -1.5% |
| 30D | -3.1% | -2.8% | -0.3% | -2.0% |
| 3M | -1.8% | -0.2% | -1.6% | -2.0% |
| 6M | -0.9% | +1.9% | -2.8% | -2.9% |
| YTD | -3.4% | +10.6% | -13.9% | -8.2% |
| 1Y | -1.5% | +8.8% | -10.3% | -6.7% |
| All | -1.5% | +9.1% | -10.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling