+716.4%
STM vs XLRE
+109.5%
+607.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | +1.7% | -0.7% | +2.4% | +2.2% |
| 30D | -5.2% | -2.2% | -2.9% | -3.6% |
| 3M | -29.6% | -2.6% | -27.0% | -28.9% |
| 6M | +54.4% | +2.6% | +51.8% | +49.5% |
| YTD | +99.5% | +9.3% | +90.3% | +83.5% |
| 1Y | +100.8% | +7.2% | +93.5% | +87.4% |
| 3Y | +20.2% | +31.3% | -11.2% | -4.9% |
| 5Y | +21.1% | +8.1% | +13.0% | +11.7% |
| 10Y | +664.5% | +88.9% | +575.6% | +404.3% |
| All | +716.4% | +109.5% | +607.0% | +403.1% |
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