+123.8%
STX vs SRE
-7.5%
+131.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.9% | -5.3% | -8.0% |
| 7D | -20.2% | -2.1% | -18.1% | -20.1% |
| 30D | -37.2% | +6.1% | -43.3% | -37.3% |
| 3M | -34.1% | -3.5% | -30.5% | -33.2% |
| 6M | -24.5% | -10.8% | -13.7% | -22.4% |
| YTD | +102.9% | -4.0% | +106.9% | +106.1% |
| 1Y | +123.8% | -7.7% | +131.5% | +133.3% |
| All | +123.8% | -7.5% | +131.3% | +133.3% |
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 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