+740.9%
STLD vs XLRE
+112.9%
+627.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +2.9% | +0.8% | +2.1% | +2.3% |
| 30D | -5.6% | +6.9% | -12.5% | -10.0% |
| 3M | -11.7% | -0.8% | -10.9% | -11.5% |
| 6M | -2.8% | +2.1% | -4.9% | -4.7% |
| YTD | +36.4% | +12.6% | +23.8% | +24.8% |
| 1Y | +50.0% | +12.5% | +37.5% | +37.2% |
| 3Y | +122.3% | +44.2% | +78.1% | +66.6% |
| 5Y | +273.2% | +9.1% | +264.1% | +240.5% |
| All | +740.9% | +112.9% | +627.9% | +430.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling