+1,507.7%
SRE vs STLD
+10,687.7%
-9,180.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.3% | +3.1% | -3.5% | -0.8% |
| 30D | -0.7% | -9.0% | +8.3% | +0.5% |
| 3M | -6.3% | -12.4% | +6.1% | -4.8% |
| 6M | -10.7% | +25.5% | -36.2% | -14.3% |
| YTD | -3.5% | +43.6% | -47.1% | -9.5% |
| 1Y | +5.3% | +87.2% | -81.9% | -5.4% |
| 3Y | +31.8% | +135.2% | -103.4% | +12.7% |
| 5Y | +47.4% | +290.9% | -243.5% | +13.7% |
| 10Y | +120.6% | +1,113.5% | -992.9% | +35.6% |
| All | +1,507.7% | +10,687.7% | -9,180.0% | +588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling