+118.7%
STX vs IRE
-98.0%
+216.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -33.9% | +17.7% | -10.9% |
| 7D | -33.4% | -57.1% | +23.7% | -24.9% |
| 30D | -42.1% | -84.4% | +42.3% | -25.9% |
| 3M | -44.3% | -85.0% | +40.7% | -29.8% |
| 6M | -39.4% | -95.2% | +55.8% | -17.6% |
| YTD | +70.0% | -93.9% | +163.9% | +110.5% |
| 1Y | +70.2% | -98.8% | +169.0% | +148.1% |
| All | +118.7% | -98.0% | +216.7% | +192.3% |
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