+19.5%
SRE vs STLD
+105.6%
-86.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | -9.2% | -11.1% | +2.0% | -8.0% |
| 30D | -1.9% | -4.8% | +2.9% | -1.4% |
| 3M | -6.5% | -14.6% | +8.0% | -5.0% |
| 6M | -15.2% | -7.4% | -7.8% | -14.8% |
| YTD | -9.5% | +32.6% | -42.0% | -13.6% |
| 1Y | -13.2% | +47.3% | -60.5% | -18.5% |
| 3Y | +19.5% | +107.5% | -88.1% | +4.5% |
| All | +19.5% | +105.6% | -86.2% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling