+285.7%
STLD vs XLRE
+8.8%
+276.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +6.9% | +0.1% | +6.7% | +6.8% |
| 30D | -1.5% | +6.0% | -7.5% | -5.1% |
| 3M | -9.7% | +0.5% | -10.2% | -10.2% |
| 6M | +2.3% | +1.2% | +1.1% | +1.1% |
| YTD | +41.0% | +12.6% | +28.4% | +30.0% |
| 1Y | +51.8% | +11.0% | +40.8% | +41.3% |
| 3Y | +126.4% | +43.0% | +83.5% | +73.4% |
| 5Y | +285.7% | +9.1% | +276.6% | +247.0% |
| All | +285.7% | +8.8% | +276.9% | +247.0% |
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