+73.0%
STT vs IRE
-84.4%
+157.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -0.2% |
| 7D | +0.5% | +54.8% | -54.3% | -0.6% |
| 30D | +3.9% | +18.4% | -14.5% | +3.0% |
| 3M | +20.0% | -66.7% | +86.7% | +20.6% |
| 6M | +55.3% | -52.3% | +107.6% | +52.8% |
| YTD | +53.3% | -52.3% | +105.7% | +48.4% |
| All | +73.0% | -84.4% | +157.4% | +69.9% |
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