-0.7%
XRT vs SRE
+51.2%
-51.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -5.6% | +1.9% | -7.5% | -6.4% |
| 3M | +2.5% | -3.3% | +5.8% | +3.3% |
| 6M | +3.7% | -6.4% | +10.1% | +5.3% |
| YTD | +1.0% | -1.8% | +2.8% | +0.8% |
| 1Y | -1.2% | +10.7% | -11.9% | -5.7% |
| 3Y | +43.4% | +31.8% | +11.6% | +22.6% |
| 5Y | -0.7% | +49.2% | -49.9% | -16.8% |
| All | -0.7% | +51.2% | -51.9% | -16.8% |
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