+105.9%
SRE vs STLD
+868.9%
-763.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | -9.2% | -11.1% | +2.0% | -7.5% |
| 30D | -1.9% | -4.8% | +2.9% | -1.2% |
| 3M | -6.5% | -14.6% | +8.0% | -4.5% |
| 6M | -15.2% | -7.4% | -7.8% | -14.7% |
| YTD | -9.5% | +32.6% | -42.0% | -14.4% |
| 1Y | -13.2% | +47.3% | -60.5% | -19.4% |
| 3Y | +19.5% | +107.5% | -88.1% | +3.0% |
| 5Y | +43.6% | +268.8% | -225.3% | +9.2% |
| All | +105.9% | +868.9% | -763.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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