-9.6%
STZ vs XLRE
+9.1%
-18.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.1% |
| 30D | -1.9% | -2.8% | +0.9% | +0.1% |
| 3M | -6.2% | -0.2% | -6.0% | -5.8% |
| 6M | -14.0% | +1.9% | -16.0% | -14.2% |
| YTD | -5.1% | +10.6% | -15.7% | -10.2% |
| 1Y | -9.6% | +8.8% | -18.4% | -12.9% |
| All | -9.6% | +9.1% | -18.7% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling