+264.3%
STT vs XLRE
+89.0%
+175.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -0.4% | -1.2% | +0.7% | +0.4% |
| 30D | +1.7% | -2.4% | +4.1% | +3.6% |
| 3M | +17.9% | -2.5% | +20.4% | +19.8% |
| 6M | +55.3% | +4.0% | +51.3% | +49.8% |
| YTD | +52.7% | +9.3% | +43.4% | +41.4% |
| 1Y | +75.7% | +5.6% | +70.1% | +67.0% |
| 3Y | +197.9% | +31.3% | +166.6% | +137.1% |
| 5Y | +158.8% | +9.5% | +149.2% | +136.0% |
| All | +264.3% | +89.0% | +175.2% | +146.4% |
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