+108.2%
STT vs IBN
+70.2%
+38.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.4% |
| 7D | +0.9% | +14.6% | -13.7% | -5.6% |
| 30D | -2.3% | +23.5% | -25.9% | -12.1% |
| 3M | -7.0% | +14.0% | -21.0% | -13.0% |
| 6M | +15.5% | +31.1% | -15.7% | +0.5% |
| YTD | +35.6% | +16.6% | +19.0% | +24.7% |
| 1Y | +47.9% | +14.9% | +32.9% | +36.9% |
| 3Y | +181.1% | +56.9% | +124.2% | +105.7% |
| 5Y | +108.2% | +69.7% | +38.5% | +38.6% |
| All | +108.2% | +70.2% | +38.0% | +38.6% |
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