+156.0%
STT vs IFF
-36.2%
+192.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -0.5% |
| 30D | +2.2% | -1.1% | +3.3% | +2.5% |
| 3M | +18.8% | +13.8% | +5.0% | +13.4% |
| 6M | +57.9% | +16.7% | +41.3% | +47.8% |
| YTD | +51.0% | +26.1% | +24.9% | +36.5% |
| 1Y | +77.1% | +33.5% | +43.6% | +56.1% |
| 3Y | +199.8% | +31.6% | +168.2% | +155.6% |
| 5Y | +156.0% | -34.9% | +190.8% | +189.1% |
| All | +156.0% | -36.2% | +192.2% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling