+181.1%
STT vs IBN
+56.2%
+124.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.8% |
| 7D | +0.9% | +14.6% | -13.7% | -2.6% |
| 30D | -2.3% | +23.5% | -25.9% | -7.7% |
| 3M | -7.0% | +14.0% | -21.0% | -10.2% |
| 6M | +15.5% | +31.1% | -15.7% | +7.2% |
| YTD | +35.6% | +16.6% | +19.0% | +29.4% |
| 1Y | +47.9% | +14.9% | +32.9% | +41.6% |
| 3Y | +181.1% | +56.9% | +124.2% | +151.7% |
| All | +181.1% | +56.2% | +124.9% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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