+11,392.0%
STRL vs XLRE
+111.8%
+11,280.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +10.1% | -0.3% | +10.4% | +10.3% |
| 30D | -8.2% | -2.4% | -5.8% | -6.7% |
| 3M | -43.7% | +0.6% | -44.3% | -44.6% |
| 6M | +27.1% | +3.9% | +23.2% | +22.4% |
| YTD | +64.0% | +10.5% | +53.5% | +51.2% |
| 1Y | +75.2% | +8.4% | +66.8% | +63.6% |
| 3Y | +539.9% | +32.8% | +507.1% | +414.4% |
| 5Y | +2,133.0% | +7.0% | +2,126.0% | +1,965.2% |
| 10Y | +7,178.3% | +83.8% | +7,094.5% | +4,911.1% |
| All | +11,392.0% | +111.8% | +11,280.2% | +7,569.1% |
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