+468.7%
SRE vs STLA
+178.7%
+290.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.1% |
| 7D | -8.2% | -4.9% | -3.3% | -7.7% |
| 30D | -3.6% | -4.9% | +1.3% | -3.3% |
| 3M | -6.3% | -23.7% | +17.4% | -3.8% |
| 6M | -13.0% | -45.0% | +31.9% | -7.6% |
| YTD | -9.2% | -60.9% | +51.7% | -0.4% |
| 1Y | -13.1% | -58.9% | +45.8% | -5.4% |
| 3Y | +22.4% | -74.4% | +96.9% | +38.2% |
| 5Y | +47.1% | -71.5% | +118.7% | +61.5% |
| 10Y | +121.0% | +5.3% | +115.7% | +110.1% |
| All | +468.7% | +178.7% | +290.0% | +415.9% |
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 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