+55.9%
STT vs IRE
-97.5%
+153.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.6% | +1.1% |
| 7D | +0.4% | -15.1% | +15.6% | +0.5% |
| 30D | -0.4% | -71.4% | +70.9% | +2.0% |
| 3M | -6.5% | -81.2% | +74.7% | -3.6% |
| 6M | +17.2% | -93.7% | +110.9% | +21.4% |
| YTD | +38.2% | -92.2% | +130.4% | +38.7% |
| 1Y | +49.3% | -97.3% | +146.6% | +52.8% |
| All | +55.9% | -97.5% | +153.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling