+784.6%
STRL vs SRE
+43.0%
+741.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.4% |
| 7D | -26.9% | -9.2% | -17.7% | -23.3% |
| 30D | -52.7% | -1.9% | -50.8% | -52.0% |
| 3M | -52.8% | -6.5% | -46.3% | -51.3% |
| 6M | -71.5% | -15.2% | -56.2% | -69.3% |
| YTD | -17.4% | -9.5% | -8.0% | -13.7% |
| 1Y | -35.0% | -13.2% | -21.7% | -30.7% |
| 3Y | +239.2% | +19.5% | +219.7% | +202.4% |
| All | +784.6% | +43.0% | +741.6% | +636.8% |
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