+72.7%
STRL vs SRE
+10.5%
+62.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +8.2% | +1.5% | +6.7% | +7.4% |
| 30D | -6.3% | +0.8% | -7.1% | -7.1% |
| 3M | -41.2% | -5.8% | -35.4% | -39.1% |
| 6M | +20.4% | -7.8% | +28.2% | +26.0% |
| YTD | +61.7% | -2.4% | +64.0% | +61.3% |
| 1Y | +72.7% | +8.9% | +63.8% | +81.7% |
| All | +72.7% | +10.5% | +62.2% | +81.7% |
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