+1,423.6%
SRE vs STT
+734.5%
+689.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -1.1% | +5.1% | -6.2% | -2.1% |
| 30D | -4.1% | -0.2% | -3.9% | -4.1% |
| 3M | -7.3% | -8.1% | +0.8% | -5.8% |
| 6M | -14.1% | +16.6% | -30.8% | -17.1% |
| YTD | -8.5% | +37.8% | -46.3% | -15.1% |
| 1Y | -12.0% | +46.8% | -58.8% | -19.4% |
| 3Y | +23.4% | +181.2% | -157.8% | -1.7% |
| 5Y | +51.3% | +105.1% | -53.8% | +26.0% |
| 10Y | +126.3% | +202.3% | -76.0% | +66.6% |
| All | +1,423.6% | +734.5% | +689.1% | +691.4% |
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 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