+1,507.7%
SRE vs STZ
+2,409.2%
-901.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | -0.7% | -1.9% | +1.2% | -0.4% |
| 3M | -6.3% | -6.2% | -0.1% | -5.1% |
| 6M | -10.7% | -14.0% | +3.4% | -7.9% |
| YTD | -3.5% | -5.1% | +1.7% | -3.2% |
| 1Y | +5.3% | -9.6% | +14.9% | +6.6% |
| 3Y | +31.8% | -47.2% | +79.0% | +49.8% |
| 5Y | +47.4% | -33.6% | +80.9% | +58.2% |
| 10Y | +120.6% | -9.8% | +130.3% | +116.9% |
| All | +1,507.7% | +2,409.2% | -901.5% | +786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling