+197.6%
STT vs IRM
+481.3%
-283.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.1% | -5.1% | +6.2% | +3.1% |
| 30D | -1.9% | -3.3% | +1.3% | -0.8% |
| 3M | -7.6% | -8.2% | +0.6% | -4.8% |
| 6M | +16.0% | -12.8% | +28.7% | +21.7% |
| YTD | +36.2% | +36.6% | -0.4% | +16.8% |
| 1Y | +46.8% | +11.9% | +34.9% | +36.8% |
| 3Y | +177.8% | +105.1% | +72.7% | +89.1% |
| 5Y | +105.8% | +182.4% | -76.6% | +18.4% |
| 10Y | +197.6% | +505.1% | -307.6% | +27.0% |
| All | +197.6% | +481.3% | -283.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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