+157.5%
STT vs IBN
+56.7%
+100.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | +2.2% | -2.2% | +4.4% | +3.2% |
| 30D | +3.9% | -2.3% | +6.2% | +5.0% |
| 3M | +19.2% | +15.9% | +3.3% | +10.8% |
| 6M | +60.4% | +5.6% | +54.8% | +55.5% |
| YTD | +51.5% | -0.1% | +51.5% | +50.5% |
| 1Y | +76.3% | -6.5% | +82.8% | +80.0% |
| 3Y | +200.7% | +29.3% | +171.4% | +148.6% |
| 5Y | +157.5% | +56.6% | +100.9% | +85.7% |
| All | +157.5% | +56.7% | +100.7% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling