+1,383.2%
STX vs SRE
+33.0%
+1,350.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.2% |
| 7D | +10.7% | +1.4% | +9.3% | +10.4% |
| 30D | +11.3% | +1.9% | +9.4% | +10.8% |
| 3M | +3.2% | -3.3% | +6.5% | +3.7% |
| 6M | +157.0% | -6.4% | +163.4% | +159.8% |
| YTD | +229.2% | -1.8% | +231.0% | +229.1% |
| 1Y | +381.8% | +10.7% | +371.1% | +366.8% |
| 3Y | +1,383.2% | +31.8% | +1,351.4% | +1,222.1% |
| All | +1,383.2% | +33.0% | +1,350.2% | +1,222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling