+118.2%
SRE vs STLA
+55.1%
+63.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | -0.8% | -2.9% | +2.0% | -0.4% |
| 30D | -3.0% | +0.9% | -3.9% | -3.4% |
| 3M | -8.3% | -21.6% | +13.3% | -5.0% |
| 6M | -8.9% | -21.6% | +12.7% | -6.2% |
| YTD | -4.3% | -50.4% | +46.1% | +5.9% |
| 1Y | +2.7% | -43.6% | +46.3% | +10.2% |
| 3Y | +28.7% | -66.4% | +95.1% | +47.5% |
| 5Y | +47.1% | -62.3% | +109.5% | +60.7% |
| All | +118.2% | +55.1% | +63.2% | +81.1% |
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