+155.6%
STX vs IRE
-97.8%
+253.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.5% | +12.3% | +0.9% |
| 7D | +16.8% | +11.1% | +5.7% | +13.2% |
| 30D | -27.0% | -75.2% | +48.1% | -13.7% |
| 3M | -37.9% | -86.4% | +48.5% | -21.6% |
| 6M | -32.5% | -94.8% | +62.3% | -10.0% |
| YTD | +98.6% | -93.3% | +191.9% | +138.3% |
| 1Y | +93.6% | -97.5% | +191.1% | +153.0% |
| All | +155.6% | -97.8% | +253.4% | +230.8% |
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 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