+2,935.0%
STX vs XLRE
+111.8%
+2,823.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +10.7% | -0.3% | +11.1% | +10.9% |
| 30D | +11.3% | -2.4% | +13.7% | +12.9% |
| 3M | +3.2% | +0.6% | +2.6% | +1.5% |
| 6M | +157.0% | +3.9% | +153.0% | +146.6% |
| YTD | +229.2% | +10.5% | +218.7% | +202.0% |
| 1Y | +381.8% | +8.4% | +373.5% | +346.3% |
| 3Y | +1,383.2% | +32.8% | +1,350.4% | +1,084.0% |
| 5Y | +1,144.9% | +7.0% | +1,137.8% | +1,044.7% |
| 10Y | +3,676.0% | +83.8% | +3,592.2% | +2,231.6% |
| All | +2,935.0% | +111.8% | +2,823.1% | +1,555.1% |
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