+264.3%
STT vs IFF
-20.3%
+284.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.4% | -3.2% | +2.7% | +0.8% |
| 30D | +1.7% | -0.3% | +2.0% | +1.8% |
| 3M | +17.9% | +8.4% | +9.5% | +13.2% |
| 6M | +55.3% | +23.0% | +32.3% | +39.5% |
| YTD | +52.7% | +25.5% | +27.2% | +34.7% |
| 1Y | +75.7% | +29.1% | +46.6% | +52.3% |
| 3Y | +197.9% | +31.7% | +166.3% | +146.5% |
| 5Y | +158.8% | -35.2% | +194.0% | +192.6% |
| All | +264.3% | -20.3% | +284.5% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling