+24.4%
SRE vs STT
+178.8%
-154.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.2% |
| 7D | -8.4% | +0.9% | -9.3% | -8.7% |
| 30D | -3.2% | -2.3% | -0.8% | -2.5% |
| 3M | -5.3% | -7.0% | +1.7% | -3.4% |
| 6M | -12.6% | +15.5% | -28.1% | -17.4% |
| YTD | -8.8% | +35.6% | -44.4% | -19.5% |
| 1Y | -13.4% | +47.9% | -61.3% | -26.6% |
| 3Y | +24.4% | +181.1% | -156.7% | -16.1% |
| All | +24.4% | +178.8% | -154.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling