+156.6%
STT vs XLRE
+8.4%
+148.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -0.4% | -1.2% | +0.7% | +0.4% |
| 30D | +1.7% | -2.4% | +4.1% | +3.5% |
| 3M | +17.9% | -2.5% | +20.4% | +19.8% |
| 6M | +55.3% | +4.0% | +51.3% | +49.7% |
| YTD | +52.7% | +9.3% | +43.4% | +41.1% |
| 1Y | +75.7% | +5.6% | +70.1% | +66.8% |
| 3Y | +197.9% | +31.3% | +166.6% | +135.2% |
| All | +156.6% | +8.4% | +148.2% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling