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  • STRL vs XLRE✓SelectedUSD · XLRESTRL vs XLRE performance historyLatest closeAs of+3.23%09/08
Stock and ETF performance explorer

STRL vs XLRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11,392.0%
XLRE return
+111.8%
Excess return
+11,280.2%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioXLREExcessAlpha
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