+3,877.5%
STRL vs SRE
+117.6%
+3,759.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -19.8% | -8.2% | -11.6% | -15.9% |
| 30D | -43.6% | -3.6% | -39.9% | -42.3% |
| 3M | -45.2% | -6.3% | -39.0% | -43.4% |
| 6M | -65.7% | -13.0% | -52.7% | -63.4% |
| YTD | -5.4% | -9.2% | +3.8% | -1.0% |
| 1Y | -24.7% | -13.1% | -11.6% | -19.3% |
| 3Y | +335.0% | +22.4% | +312.6% | +281.4% |
| 5Y | +915.3% | +47.1% | +868.2% | +700.1% |
| 10Y | +3,877.5% | +121.0% | +3,756.5% | +2,750.8% |
| All | +3,877.5% | +117.6% | +3,759.9% | +2,750.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling