+293.5%
STLD vs XLRE
+6.4%
+287.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | -10.4% | -2.2% | -8.2% | -9.2% |
| 3M | -10.6% | -2.6% | -8.0% | -9.3% |
| 6M | +32.7% | +2.6% | +30.1% | +30.1% |
| YTD | +42.8% | +9.3% | +33.5% | +34.4% |
| 1Y | +86.9% | +7.2% | +79.7% | +77.7% |
| 3Y | +143.8% | +31.3% | +112.5% | +98.6% |
| 5Y | +293.5% | +8.1% | +285.4% | +253.4% |
| All | +293.5% | +6.4% | +287.1% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling