+7,285.0%
STRL vs XLRE
+89.0%
+7,195.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.8% |
| 7D | +5.0% | -1.2% | +6.2% | +6.0% |
| 30D | -6.9% | -2.4% | -4.5% | -5.3% |
| 3M | -39.1% | -2.5% | -36.6% | -38.6% |
| 6M | +21.5% | +4.0% | +17.5% | +16.7% |
| YTD | +66.9% | +9.3% | +57.6% | +54.4% |
| 1Y | +61.6% | +5.6% | +56.1% | +53.3% |
| 3Y | +560.0% | +31.3% | +528.7% | +427.1% |
| 5Y | +2,238.9% | +9.5% | +2,229.3% | +2,012.2% |
| All | +7,285.0% | +89.0% | +7,195.9% | +4,927.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling