+70.9%
STT vs IRE
-82.8%
+153.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.2% | -11.5% | -1.5% |
| 7D | +2.2% | +58.9% | -56.7% | +1.0% |
| 30D | +3.9% | +17.2% | -13.3% | +3.2% |
| 3M | +19.2% | -58.6% | +77.8% | +19.3% |
| 6M | +60.4% | -23.5% | +83.8% | +56.4% |
| YTD | +51.5% | -47.4% | +98.9% | +46.2% |
| All | +70.9% | -82.8% | +153.7% | +67.4% |
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 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