-35.2%
STZ vs XLRE
+44.1%
-79.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | +0.8% | +1.7% | +2.0% |
| 30D | +15.2% | +6.9% | +8.3% | +10.4% |
| 3M | +7.6% | -0.8% | +8.5% | +8.3% |
| 6M | +5.3% | +2.1% | +3.2% | +4.0% |
| YTD | +8.6% | +12.6% | -4.0% | +0.8% |
| 1Y | +15.6% | +12.5% | +3.1% | +7.2% |
| 3Y | -35.2% | +44.2% | -79.4% | -45.2% |
| All | -35.2% | +44.1% | -79.3% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling