+536.2%
XRT vs SRE
+594.1%
-57.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.3% |
| 7D | -0.4% | -1.1% | +0.6% | 0.0% |
| 30D | +7.5% | -4.1% | +11.6% | +9.5% |
| 3M | +2.3% | -7.3% | +9.6% | +5.5% |
| 6M | +12.8% | -14.1% | +27.0% | +20.0% |
| YTD | +7.1% | -8.5% | +15.6% | +10.1% |
| 1Y | +12.3% | -12.0% | +24.3% | +17.4% |
| 3Y | +57.0% | +23.4% | +33.6% | +35.4% |
| 5Y | -4.3% | +51.3% | -55.6% | -26.3% |
| 10Y | +136.7% | +126.3% | +10.4% | +37.6% |
| All | +536.2% | +594.1% | -57.9% | +87.3% |
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