+17.7%
STM vs XLRE
+7.1%
+10.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -0.9% |
| 7D | -1.1% | -2.7% | +1.7% | +1.3% |
| 30D | -7.8% | -2.3% | -5.5% | -6.1% |
| 3M | -28.2% | -3.5% | -24.7% | -26.9% |
| 6M | +52.0% | +1.9% | +50.1% | +47.0% |
| YTD | +96.4% | +8.3% | +88.0% | +79.2% |
| 1Y | +98.8% | +6.4% | +92.4% | +84.3% |
| 3Y | +18.3% | +30.2% | -12.0% | -10.3% |
| 5Y | +17.7% | +8.6% | +9.1% | +7.6% |
| All | +17.7% | +7.1% | +10.6% | +7.6% |
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 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