+72.3%
STM vs IRE
-84.4%
+156.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | +0.4% |
| 7D | +5.8% | +54.8% | -49.0% | +1.0% |
| 30D | -1.0% | +18.4% | -19.4% | -3.8% |
| 3M | -33.3% | -66.7% | +33.5% | -30.5% |
| 6M | +57.4% | -52.3% | +109.7% | +55.0% |
| YTD | +102.2% | -52.3% | +154.5% | +98.3% |
| All | +72.3% | -84.4% | +156.8% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling