+17.7%
STM vs XLRE
+30.1%
-12.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -0.9% |
| 7D | -1.1% | -2.7% | +1.7% | +1.0% |
| 30D | -7.8% | -2.3% | -5.5% | -6.3% |
| 3M | -28.2% | -3.5% | -24.7% | -27.2% |
| 6M | +52.0% | +1.9% | +50.1% | +46.5% |
| YTD | +96.4% | +8.3% | +88.0% | +79.0% |
| 1Y | +98.8% | +6.4% | +92.4% | +84.0% |
| All | +17.7% | +30.1% | -12.4% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling