+2,022.6%
STRL vs SRE
+47.8%
+1,974.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -9.2% | -0.7% | -8.5% | -9.2% |
| 3M | -51.0% | -6.3% | -44.7% | -49.9% |
| 6M | +15.8% | -10.7% | +26.4% | +21.1% |
| YTD | +58.9% | -3.5% | +62.3% | +60.7% |
| 1Y | +68.5% | +5.3% | +63.2% | +65.0% |
| 3Y | +485.2% | +31.8% | +453.4% | +397.7% |
| All | +2,022.6% | +47.8% | +1,974.8% | +1,669.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling