+147.7%
STX vs IRE
-98.1%
+245.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.4% | +11.3% | -0.9% |
| 7D | +14.6% | -31.8% | +46.4% | +20.9% |
| 30D | -26.0% | -71.8% | +45.8% | -13.6% |
| 3M | -42.6% | -88.9% | +46.3% | -25.4% |
| 6M | -35.3% | -95.4% | +60.1% | -12.2% |
| YTD | +92.5% | -94.2% | +186.7% | +136.2% |
| 1Y | +102.4% | -97.1% | +199.5% | +161.2% |
| All | +147.7% | -98.1% | +245.8% | +227.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling