+1,097.8%
STLD vs XLRE
+87.4%
+1,010.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -3.6% | -2.7% | -0.9% | -1.8% |
| 30D | -10.1% | -2.3% | -7.8% | -8.8% |
| 3M | -11.4% | -3.5% | -8.0% | -9.5% |
| 6M | +30.8% | +1.9% | +29.0% | +28.6% |
| YTD | +40.7% | +8.3% | +32.3% | +32.5% |
| 1Y | +80.8% | +6.4% | +74.4% | +72.1% |
| 3Y | +140.2% | +30.2% | +109.9% | +94.6% |
| 5Y | +288.5% | +8.6% | +279.9% | +255.8% |
| All | +1,097.8% | +87.4% | +1,010.4% | +725.5% |
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 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