+126.1%
SRE vs STT
+262.1%
-135.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | +0.8% | +2.8% | -2.0% | 0.0% |
| 3M | -5.8% | +18.1% | -23.9% | -10.1% |
| 6M | -7.8% | +59.2% | -67.0% | -19.0% |
| YTD | -2.4% | +51.5% | -53.8% | -13.4% |
| 1Y | +8.9% | +75.7% | -66.8% | -7.4% |
| 3Y | +31.1% | +200.8% | -169.7% | -4.0% |
| 5Y | +48.6% | +155.8% | -107.2% | +10.1% |
| 10Y | +126.1% | +266.4% | -140.2% | +45.4% |
| All | +126.1% | +262.1% | -135.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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