+71.6%
STX vs IRE
-98.1%
+169.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -15.8% | +14.9% | +1.6% |
| 7D | -17.3% | -41.9% | +24.6% | -11.6% |
| 30D | -35.9% | -75.1% | +39.1% | -23.9% |
| 3M | -37.3% | -82.4% | +45.1% | -23.2% |
| 6M | -35.8% | -95.5% | +59.7% | -12.7% |
| YTD | +82.7% | -93.1% | +175.8% | +119.3% |
| 1Y | +71.6% | -97.8% | +169.4% | +130.8% |
| All | +71.6% | -98.1% | +169.8% | +130.8% |
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