+1,478.0%
STLD vs XLRE
+112.0%
+1,366.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +3.1% | -1.2% | +4.4% | +4.0% |
| 30D | -9.0% | -2.8% | -6.2% | -7.4% |
| 3M | -12.4% | -0.2% | -12.2% | -12.5% |
| 6M | +25.5% | +1.9% | +23.6% | +23.5% |
| YTD | +43.6% | +10.6% | +33.1% | +33.6% |
| 1Y | +87.2% | +8.8% | +78.4% | +75.7% |
| 3Y | +135.2% | +31.5% | +103.7% | +90.5% |
| 5Y | +290.9% | +6.6% | +284.3% | +263.9% |
| 10Y | +1,113.5% | +84.0% | +1,029.4% | +714.5% |
| All | +1,478.0% | +112.0% | +1,366.0% | +918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling