+1,507.7%
SRE vs STT
+828.4%
+679.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -0.7% | +3.9% | -4.6% | -1.6% |
| 3M | -6.3% | +20.0% | -26.3% | -10.0% |
| 6M | -10.7% | +55.3% | -66.0% | -18.8% |
| YTD | -3.5% | +53.3% | -56.8% | -12.3% |
| 1Y | +5.3% | +74.7% | -69.4% | -7.0% |
| 3Y | +31.8% | +205.8% | -174.0% | +3.2% |
| 5Y | +47.4% | +145.0% | -97.6% | +18.2% |
| 10Y | +120.6% | +266.0% | -145.5% | +56.3% |
| All | +1,507.7% | +828.4% | +679.3% | +717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling