+49.2%
SRE vs STZ
-36.5%
+85.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +3.2% |
| 7D | +1.4% | -7.4% | +8.8% | +3.5% |
| 30D | +1.9% | -10.9% | +12.8% | +4.9% |
| 3M | -3.3% | -13.4% | +10.2% | +0.2% |
| 6M | -6.4% | -16.2% | +9.8% | -2.4% |
| YTD | -1.8% | -10.4% | +8.6% | -0.7% |
| 1Y | +10.7% | -14.8% | +25.5% | +13.6% |
| 3Y | +31.8% | -50.1% | +81.9% | +60.6% |
| 5Y | +49.2% | -38.8% | +88.0% | +65.0% |
| All | +49.2% | -36.5% | +85.8% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling