+48.6%
SRE vs STLA
-63.2%
+111.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +0.8% | -5.2% | +6.0% | +1.3% |
| 3M | -5.8% | -24.9% | +19.1% | -2.8% |
| 6M | -7.8% | -25.2% | +17.4% | -5.2% |
| YTD | -2.4% | -51.4% | +49.1% | +5.8% |
| 1Y | +8.9% | -40.7% | +49.6% | +13.7% |
| 3Y | +31.1% | -66.3% | +97.3% | +44.5% |
| 5Y | +48.6% | -63.2% | +111.9% | +56.9% |
| All | +48.6% | -63.2% | +111.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling