+50,118.3%
STRL vs SRE
+1,525.5%
+48,592.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -50.0% |
| 6M | +15.8% | -10.7% | +26.4% | +20.6% |
| YTD | +58.9% | -3.5% | +62.3% | +60.4% |
| 1Y | +68.5% | +5.3% | +63.2% | +64.8% |
| 3Y | +485.2% | +31.8% | +453.4% | +413.4% |
| 5Y | +2,005.1% | +47.4% | +1,957.7% | +1,656.6% |
| 10Y | +7,118.0% | +120.6% | +6,997.4% | +5,024.2% |
| All | +50,118.3% | +1,525.5% | +48,592.8% | +15,926.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling