+137.3%
STX vs IRE
-97.3%
+234.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.5% | +12.3% | +10.2% |
| 7D | -14.8% | -15.5% | +0.8% | -14.1% |
| 30D | -35.4% | -70.4% | +35.0% | -25.3% |
| 3M | -37.7% | -81.6% | +43.9% | -24.7% |
| 6M | -35.2% | -94.7% | +59.5% | -14.8% |
| YTD | +84.4% | -91.8% | +176.1% | +115.2% |
| 1Y | +82.3% | -97.6% | +179.8% | +138.5% |
| All | +137.3% | -97.3% | +234.6% | +198.8% |
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 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