+110.4%
XLRE vs STLA
+2.8%
+107.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -2.4% | -2.4% | 0.0% | -2.1% |
| 3M | +0.6% | -23.9% | +24.4% | +5.2% |
| 6M | +3.9% | -24.6% | +28.6% | +8.5% |
| YTD | +10.5% | -50.5% | +61.0% | +23.5% |
| 1Y | +8.4% | -39.8% | +48.2% | +15.5% |
| 3Y | +32.8% | -65.6% | +98.4% | +54.1% |
| 5Y | +7.0% | -62.1% | +69.1% | +18.7% |
| 10Y | +83.8% | +47.8% | +36.0% | +53.4% |
| All | +110.4% | +2.8% | +107.6% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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