+3,476.8%
STX vs SRE
+124.1%
+3,352.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | +5.1% | -1.7% | +6.8% | +5.5% |
| 3M | +5.8% | -7.1% | +12.8% | +7.9% |
| 6M | +124.9% | -8.4% | +133.3% | +130.0% |
| YTD | +213.9% | -3.5% | +217.4% | +215.2% |
| 1Y | +350.4% | +5.4% | +345.0% | +338.5% |
| 3Y | +1,314.2% | +29.5% | +1,284.7% | +1,152.2% |
| 5Y | +1,092.8% | +48.3% | +1,044.5% | +900.4% |
| All | +3,476.8% | +124.1% | +3,352.7% | +2,471.2% |
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