+60.1%
STLD vs XLRE
+14.1%
+45.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.4% | -4.2% |
| 7D | -3.9% | +7.1% | -11.0% | -6.5% |
| 30D | -0.4% | +10.9% | -11.3% | -4.9% |
| 3M | -9.2% | +0.7% | -9.9% | -8.8% |
| 6M | +5.0% | +4.1% | +0.8% | +3.2% |
| YTD | +42.8% | +14.5% | +28.3% | +28.7% |
| 1Y | +60.1% | +14.1% | +46.0% | +44.5% |
| All | +60.1% | +14.1% | +45.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling