-0.5%
XRT vs SRE
+46.2%
-46.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +4.1% | -8.2% | +12.3% | +6.8% |
| 30D | +9.9% | -3.6% | +13.6% | +11.1% |
| 3M | +2.3% | -6.3% | +8.5% | +4.0% |
| 6M | +9.6% | -13.0% | +22.6% | +13.9% |
| YTD | +9.1% | -9.2% | +18.4% | +11.5% |
| 1Y | +16.2% | -13.1% | +29.4% | +20.4% |
| 3Y | +60.1% | +22.4% | +37.6% | +39.2% |
| 5Y | -0.5% | +47.1% | -47.6% | -17.9% |
| All | -0.5% | +46.2% | -46.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling