+10,249.8%
STX vs SRE
+1,404.9%
+8,844.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +16.8% | -1.1% | +17.9% | +17.4% |
| 30D | -27.0% | -4.1% | -22.9% | -25.5% |
| 3M | -37.9% | -7.3% | -30.6% | -35.8% |
| 6M | -32.5% | -14.1% | -18.4% | -28.2% |
| YTD | +98.6% | -8.5% | +107.1% | +104.6% |
| 1Y | +93.6% | -12.0% | +105.6% | +103.2% |
| 3Y | +699.1% | +23.4% | +675.7% | +587.4% |
| 5Y | +481.0% | +51.3% | +429.7% | +343.1% |
| 10Y | +2,082.0% | +126.3% | +1,955.7% | +1,114.4% |
| All | +10,249.8% | +1,404.9% | +8,844.9% | +2,263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling