-15.7%
STM vs SRE
+43.0%
-58.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.3% |
| 7D | -10.7% | -9.2% | -1.6% | -7.1% |
| 30D | -25.7% | -1.9% | -23.8% | -25.0% |
| 3M | -21.6% | -6.5% | -15.0% | -19.6% |
| 6M | -27.8% | -15.2% | -12.6% | -23.3% |
| YTD | +61.8% | -9.5% | +71.2% | +66.8% |
| 1Y | +78.1% | -13.2% | +91.3% | +86.8% |
| 3Y | +4.9% | +19.5% | -14.6% | -9.7% |
| All | -15.7% | +43.0% | -58.7% | -30.7% |
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