+7,234.7%
STT vs IFF
+848.0%
+6,386.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +3.9% | -0.3% | +4.2% | +3.9% |
| 3M | +19.2% | +18.6% | +0.6% | +8.1% |
| 6M | +60.4% | +17.4% | +43.0% | +43.4% |
| YTD | +51.5% | +28.5% | +23.0% | +28.2% |
| 1Y | +76.3% | +32.5% | +43.8% | +45.8% |
| 3Y | +200.7% | +34.1% | +166.7% | +137.9% |
| 5Y | +157.5% | -35.2% | +192.6% | +188.5% |
| 10Y | +262.0% | -21.1% | +283.1% | +240.9% |
| All | +7,234.7% | +848.0% | +6,386.7% | +1,764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling