+130.2%
SRE vs STLA
-4.1%
+134.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +1.8% | -13.8% | +15.5% | +4.1% |
| 30D | -3.0% | -10.5% | +7.6% | -1.5% |
| 3M | -7.3% | -28.9% | +21.6% | -2.8% |
| 6M | -11.9% | -49.7% | +37.8% | -2.4% |
| YTD | -7.9% | -64.9% | +57.1% | +7.3% |
| 1Y | -11.1% | -64.0% | +52.9% | +2.8% |
| 3Y | +24.8% | -77.4% | +102.2% | +52.6% |
| 5Y | +52.4% | -74.4% | +126.8% | +77.0% |
| All | +130.2% | -4.1% | +134.3% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling