+473.1%
SRE vs STLA
+152.6%
+320.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +1.6% |
| 7D | -1.1% | -13.1% | +12.0% | +0.4% |
| 30D | -4.1% | -13.3% | +9.1% | -2.8% |
| 3M | -7.3% | -27.9% | +20.5% | -4.3% |
| 6M | -14.1% | -47.8% | +33.7% | -8.3% |
| YTD | -8.5% | -64.6% | +56.0% | +1.4% |
| 1Y | -12.0% | -64.0% | +52.0% | -2.8% |
| 3Y | +23.4% | -76.8% | +100.2% | +40.7% |
| 5Y | +51.3% | -74.2% | +125.5% | +67.8% |
| 10Y | +126.3% | -5.4% | +131.7% | +117.5% |
| All | +473.1% | +152.6% | +320.5% | +425.4% |
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 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