-14.8%
STZ vs XLRE
+9.0%
-23.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -7.4% | -0.3% | -7.1% | -7.2% |
| 30D | -10.9% | -2.4% | -8.5% | -9.4% |
| 3M | -13.4% | +0.6% | -14.0% | -13.3% |
| 6M | -16.2% | +3.9% | -20.1% | -17.0% |
| YTD | -10.4% | +10.5% | -20.9% | -15.0% |
| 1Y | -14.8% | +8.4% | -23.2% | -17.8% |
| All | -14.8% | +9.0% | -23.8% | -17.8% |
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