+124.6%
SRE vs STT
+199.5%
-74.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -8.2% | +1.1% | -9.3% | -8.5% |
| 30D | -3.6% | -1.9% | -1.7% | -3.2% |
| 3M | -6.3% | -7.6% | +1.3% | -4.5% |
| 6M | -13.0% | +16.0% | -29.0% | -16.8% |
| YTD | -9.2% | +36.2% | -45.4% | -17.4% |
| 1Y | -13.1% | +46.8% | -59.9% | -22.6% |
| 3Y | +22.4% | +177.8% | -155.4% | -8.8% |
| 5Y | +47.1% | +105.8% | -58.7% | +15.0% |
| All | +124.6% | +199.5% | -74.9% | +49.8% |
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