+3,667.9%
STRL vs SRE
+127.7%
+3,540.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | +15.7% | +1.8% | +13.9% | +14.7% |
| 30D | -35.5% | -3.0% | -32.5% | -34.3% |
| 3M | -47.1% | -7.3% | -39.9% | -45.1% |
| 6M | -65.8% | -11.9% | -53.9% | -63.7% |
| YTD | -4.5% | -7.9% | +3.3% | -0.8% |
| 1Y | -10.5% | -11.1% | +0.7% | -5.1% |
| 3Y | +340.6% | +24.8% | +315.8% | +282.2% |
| 5Y | +911.0% | +52.4% | +858.7% | +681.7% |
| All | +3,667.9% | +127.7% | +3,540.2% | +2,410.1% |
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