+21.0%
STM vs SRE
+47.8%
-26.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | -33.3% | -6.3% | -26.9% | -31.9% |
| 6M | +57.4% | -10.7% | +68.0% | +63.6% |
| YTD | +102.2% | -3.5% | +105.7% | +103.1% |
| 1Y | +99.6% | +5.3% | +94.3% | +92.7% |
| 3Y | +14.5% | +31.8% | -17.3% | -5.5% |
| All | +21.0% | +47.8% | -26.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling