+130.2%
SRE vs STZ
+13.4%
+116.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +1.8% | +2.6% | -0.8% | +0.9% |
| 30D | -3.0% | +15.2% | -18.2% | -7.9% |
| 3M | -7.3% | +7.6% | -14.9% | -10.1% |
| 6M | -11.9% | +5.3% | -17.2% | -14.3% |
| YTD | -7.9% | +8.6% | -16.5% | -12.5% |
| 1Y | -11.1% | +15.6% | -26.7% | -17.8% |
| 3Y | +24.8% | -35.2% | +60.0% | +41.8% |
| 5Y | +52.4% | -29.1% | +81.5% | +64.7% |
| All | +130.2% | +13.4% | +116.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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