-25.9%
STRL vs XLRE
+14.1%
-40.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.8% | -20.8% |
| 7D | -27.1% | +7.1% | -34.2% | -26.9% |
| 30D | -45.8% | +10.9% | -56.7% | -46.3% |
| 3M | -47.6% | +0.7% | -48.4% | -46.9% |
| 6M | -46.4% | +4.1% | -50.6% | -47.8% |
| YTD | -7.4% | +14.5% | -21.9% | -18.9% |
| 1Y | -25.9% | +14.1% | -40.0% | -34.4% |
| All | -25.9% | +14.1% | -40.0% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling