-1.6%
XLY vs XLRE
+11.7%
-13.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -2.9% |
| 7D | +1.2% | +2.9% | -1.6% | 0.0% |
| 30D | +5.3% | +7.8% | -2.5% | +1.7% |
| 3M | -0.6% | -1.2% | +0.5% | -0.2% |
| 6M | +0.1% | +2.0% | -2.0% | -1.3% |
| YTD | -0.9% | +12.4% | -13.3% | -7.9% |
| 1Y | -1.6% | +12.1% | -13.6% | -8.3% |
| All | -1.6% | +11.7% | -13.3% | -8.3% |
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