+3,667.9%
STRL vs XLRE
+112.9%
+3,555.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | +0.8% | +14.8% | +15.1% |
| 30D | -35.5% | +6.9% | -42.4% | -39.0% |
| 3M | -47.1% | -0.8% | -46.3% | -47.2% |
| 6M | -65.8% | +2.1% | -67.9% | -67.0% |
| YTD | -4.5% | +12.6% | -17.1% | -14.3% |
| 1Y | -10.5% | +12.5% | -23.0% | -19.6% |
| 3Y | +340.6% | +44.2% | +296.4% | +224.6% |
| 5Y | +911.0% | +9.1% | +901.9% | +811.4% |
| All | +3,667.9% | +112.9% | +3,555.0% | +2,223.2% |
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