+78.1%
STM vs IRE
-98.3%
+176.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +39.6% | -35.2% | -0.7% |
| 7D | -10.7% | -27.2% | +16.4% | -8.8% |
| 30D | -25.7% | -75.1% | +49.4% | -15.0% |
| 3M | -21.6% | -77.9% | +56.3% | -10.5% |
| 6M | -27.8% | -94.6% | +66.8% | -10.8% |
| YTD | +61.8% | -91.5% | +153.3% | +86.4% |
| 1Y | +78.1% | -97.8% | +175.9% | +108.0% |
| All | +78.1% | -98.3% | +176.4% | +108.0% |
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