+31.8%
SRE vs STZ
-50.3%
+82.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.9% |
| 7D | +1.4% | -7.4% | +8.8% | +3.1% |
| 30D | +1.9% | -10.9% | +12.8% | +4.3% |
| 3M | -3.3% | -13.4% | +10.2% | -0.4% |
| 6M | -6.4% | -16.2% | +9.8% | -3.1% |
| YTD | -1.8% | -10.4% | +8.6% | -1.2% |
| 1Y | +10.7% | -14.8% | +25.5% | +12.9% |
| 3Y | +31.8% | -50.1% | +81.9% | +54.9% |
| All | +31.8% | -50.3% | +82.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling