+444.1%
STM vs SRE
+117.6%
+326.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -7.9% | -8.2% | +0.3% | -4.3% |
| 30D | -14.1% | -3.6% | -10.5% | -12.6% |
| 3M | -17.6% | -6.3% | -11.4% | -15.5% |
| 6M | -24.2% | -13.0% | -11.2% | -20.1% |
| YTD | +73.3% | -9.2% | +82.5% | +79.1% |
| 1Y | +90.1% | -13.1% | +103.2% | +100.1% |
| 3Y | +10.3% | +22.4% | -12.1% | -3.7% |
| 5Y | -5.7% | +47.1% | -52.9% | -24.7% |
| 10Y | +444.1% | +121.0% | +323.1% | +336.1% |
| All | +444.1% | +117.6% | +326.5% | +336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling