+47.1%
SRE vs STZ
-27.8%
+75.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.2% | +5.3% | -13.5% | -9.5% |
| 30D | -3.6% | +19.6% | -23.2% | -8.2% |
| 3M | -6.3% | +10.0% | -16.2% | -8.9% |
| 6M | -13.0% | -0.3% | -12.8% | -13.4% |
| YTD | -9.2% | +8.6% | -17.8% | -12.9% |
| 1Y | -13.1% | +16.6% | -29.7% | -18.8% |
| 3Y | +22.4% | -34.8% | +57.2% | +37.1% |
| 5Y | +47.1% | -27.8% | +75.0% | +56.2% |
| All | +47.1% | -27.8% | +75.0% | +56.2% |
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