+118.2%
SRE vs STZ
-11.3%
+129.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.8% | -4.5% | +3.6% | +0.7% |
| 30D | -3.0% | -8.6% | +5.6% | -0.1% |
| 3M | -8.3% | -13.8% | +5.5% | -3.8% |
| 6M | -8.9% | -17.2% | +8.2% | -3.5% |
| YTD | -4.3% | -9.4% | +5.1% | -2.8% |
| 1Y | +2.7% | -11.9% | +14.6% | +5.1% |
| 3Y | +28.7% | -49.6% | +78.3% | +61.0% |
| 5Y | +47.1% | -37.2% | +84.3% | +65.9% |
| All | +118.2% | -11.3% | +129.6% | +98.6% |
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