+1,077.4%
STX vs SRE
+48.6%
+1,028.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +9.6% | +1.5% | +8.1% | +9.2% |
| 30D | +10.6% | +0.8% | +9.8% | +10.3% |
| 3M | +4.8% | -5.8% | +10.6% | +6.2% |
| 6M | +137.3% | -7.8% | +145.1% | +141.5% |
| YTD | +222.5% | -2.4% | +224.8% | +222.6% |
| 1Y | +366.2% | +8.9% | +357.3% | +350.1% |
| 3Y | +1,352.9% | +31.1% | +1,321.8% | +1,170.8% |
| 5Y | +1,077.4% | +48.6% | +1,028.8% | +891.3% |
| All | +1,077.4% | +48.6% | +1,028.9% | +891.3% |
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