-25.9%
STRL vs SRE
-7.5%
-18.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.9% | -18.6% | -19.7% |
| 7D | -27.1% | -2.1% | -25.0% | -25.7% |
| 30D | -45.8% | +6.1% | -51.9% | -47.4% |
| 3M | -47.6% | -3.5% | -44.1% | -46.4% |
| 6M | -46.4% | -10.8% | -35.6% | -42.1% |
| YTD | -7.4% | -4.0% | -3.4% | -7.5% |
| 1Y | -25.9% | -7.7% | -18.2% | -22.4% |
| All | -25.9% | -7.5% | -18.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling