+53.6%
STT vs IRE
-97.7%
+151.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.8% | +16.2% | +0.9% |
| 7D | +1.1% | -41.9% | +43.0% | +2.2% |
| 30D | -1.9% | -75.1% | +73.2% | +0.9% |
| 3M | -7.6% | -82.4% | +74.8% | -4.6% |
| 6M | +16.0% | -95.5% | +111.5% | +21.1% |
| YTD | +36.2% | -93.1% | +129.2% | +37.1% |
| 1Y | +46.8% | -97.8% | +144.6% | +51.2% |
| All | +53.6% | -97.7% | +151.4% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling