+3,343.4%
STX vs XLRE
+89.0%
+3,254.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.3% |
| 7D | -2.3% | -1.2% | -1.1% | -1.5% |
| 30D | -5.5% | -2.4% | -3.1% | -4.1% |
| 3M | -4.3% | -2.5% | -1.8% | -3.9% |
| 6M | +115.6% | +4.0% | +111.6% | +106.9% |
| YTD | +202.2% | +9.3% | +192.9% | +179.6% |
| 1Y | +325.3% | +5.6% | +319.7% | +301.4% |
| 3Y | +1,283.9% | +31.3% | +1,252.6% | +1,018.3% |
| 5Y | +1,048.3% | +9.5% | +1,038.8% | +941.1% |
| All | +3,343.4% | +89.0% | +3,254.4% | +2,067.2% |
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 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