+16,011.1%
STX vs SRE
+1,488.0%
+14,523.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +7.0% | +6.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +1.4% | -0.7% | +2.1% | +1.5% |
| 3M | -8.2% | -6.3% | -1.9% | -6.1% |
| 6M | +127.0% | -10.7% | +137.7% | +137.2% |
| YTD | +209.1% | -3.5% | +212.6% | +210.5% |
| 1Y | +365.4% | +5.3% | +360.1% | +346.9% |
| 3Y | +1,135.4% | +31.8% | +1,103.6% | +926.9% |
| 5Y | +991.5% | +47.4% | +944.1% | +742.5% |
| 10Y | +3,695.8% | +120.6% | +3,575.3% | +2,050.7% |
| All | +16,011.1% | +1,488.0% | +14,523.1% | +3,487.1% |
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 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