+539.5%
STRL vs XLRE
+31.2%
+508.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | +8.2% | -0.7% | +8.9% | +8.7% |
| 30D | -6.3% | -2.2% | -4.1% | -5.0% |
| 3M | -41.2% | -2.6% | -38.6% | -40.9% |
| 6M | +20.4% | +2.6% | +17.8% | +16.1% |
| YTD | +61.7% | +9.3% | +52.4% | +48.7% |
| 1Y | +72.7% | +7.2% | +65.5% | +61.1% |
| All | +539.5% | +31.2% | +508.3% | +406.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling