+41.0%
XRT vs SRE
+30.8%
+10.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | -6.9% | +0.8% | -7.8% | -7.3% |
| 3M | -0.4% | -5.8% | +5.4% | +0.8% |
| 6M | +2.2% | -7.8% | +10.0% | +3.9% |
| YTD | -0.7% | -2.4% | +1.7% | -0.7% |
| 1Y | -2.0% | +8.9% | -10.9% | -5.1% |
| All | +41.0% | +30.8% | +10.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling