+504.7%
SRE vs STLA
+263.8%
+240.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -0.3% | +2.6% | -2.9% | -0.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.7% |
| 3M | -6.3% | -24.8% | +18.5% | -3.6% |
| 6M | -10.7% | -25.6% | +14.9% | -8.2% |
| YTD | -3.5% | -48.9% | +45.5% | +3.1% |
| 1Y | +5.3% | -38.8% | +44.1% | +9.5% |
| 3Y | +31.8% | -64.5% | +96.3% | +43.7% |
| 5Y | +47.4% | -62.4% | +109.8% | +57.2% |
| 10Y | +120.6% | +55.4% | +65.2% | +102.8% |
| All | +504.7% | +263.8% | +240.9% | +434.0% |
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