+116.1%
STX vs IRE
-97.2%
+213.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +39.6% | -40.8% | -7.2% |
| 7D | -28.5% | -27.2% | -1.3% | -26.4% |
| 30D | -42.9% | -75.1% | +32.2% | -32.5% |
| 3M | -45.9% | -77.9% | +32.0% | -36.4% |
| 6M | -41.3% | -94.6% | +53.3% | -23.1% |
| YTD | +67.9% | -91.5% | +159.5% | +95.3% |
| 1Y | +66.5% | -97.8% | +164.3% | +120.9% |
| All | +116.1% | -97.2% | +213.3% | +171.2% |
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