+116.7%
SRE vs STLD
+779.4%
-662.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -8.4% | -9.7% | +1.3% | -6.9% |
| 30D | -3.2% | -4.5% | +1.4% | -2.5% |
| 3M | -5.3% | -13.1% | +7.8% | -3.5% |
| 6M | -12.6% | -2.8% | -9.8% | -12.8% |
| YTD | -8.8% | +35.3% | -44.1% | -14.2% |
| 1Y | -13.4% | +51.4% | -64.8% | -20.1% |
| 3Y | +24.4% | +117.9% | -93.5% | +6.0% |
| 5Y | +47.3% | +272.6% | -225.3% | +10.9% |
| 10Y | +116.7% | +782.2% | -665.5% | +36.4% |
| All | +116.7% | +779.4% | -662.7% | +36.4% |
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