+50.1%
STT vs IRE
-97.6%
+147.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.2% | +0.3% |
| 7D | +4.8% | -31.8% | +36.6% | +5.7% |
| 30D | +3.9% | -71.8% | +75.7% | +6.5% |
| 3M | -8.2% | -88.9% | +80.8% | -4.2% |
| 6M | +15.6% | -95.4% | +111.0% | +20.4% |
| YTD | +37.6% | -94.2% | +131.9% | +39.3% |
| 1Y | +50.1% | -97.1% | +147.2% | +52.4% |
| All | +50.1% | -97.6% | +147.7% | +52.4% |
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