+96.5%
STM vs SRE
-7.5%
+104.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.2% | -5.6% |
| 7D | -6.0% | -2.1% | -3.9% | -5.7% |
| 30D | -20.9% | +6.1% | -27.0% | -21.5% |
| 3M | -15.8% | -3.5% | -12.2% | -15.1% |
| 6M | -17.0% | -10.8% | -6.3% | -15.5% |
| YTD | +76.8% | -4.0% | +80.8% | +78.3% |
| 1Y | +96.5% | -7.7% | +104.1% | +99.0% |
| All | +96.5% | -7.5% | +104.0% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling