+513.3%
XRT vs SRE
+632.5%
-119.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -4.2% | -0.7% | -3.5% | -4.1% |
| 3M | +5.1% | -6.3% | +11.4% | +7.7% |
| 6M | +2.4% | -10.7% | +13.1% | +7.0% |
| YTD | +3.2% | -3.5% | +6.7% | +3.8% |
| 1Y | +1.5% | +5.3% | -3.8% | -2.3% |
| 3Y | +40.6% | +31.8% | +8.8% | +17.6% |
| 5Y | -1.0% | +47.4% | -48.3% | -22.6% |
| 10Y | +128.4% | +120.6% | +7.9% | +35.0% |
| All | +513.3% | +632.5% | -119.2% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling