+90.1%
STM vs SRE
-14.1%
+104.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -7.9% | -8.2% | +0.3% | -6.0% |
| 30D | -14.1% | -3.6% | -10.5% | -12.9% |
| 3M | -17.6% | -6.3% | -11.4% | -16.3% |
| 6M | -24.2% | -13.0% | -11.2% | -22.5% |
| YTD | +73.3% | -9.2% | +82.5% | +77.3% |
| 1Y | +90.1% | -13.1% | +103.2% | +96.4% |
| All | +90.1% | -14.1% | +104.2% | +96.4% |
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