+207.3%
STT vs IRM
+101.3%
+106.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.3% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | +3.9% | -8.1% | +11.9% | +6.3% |
| 3M | +20.0% | -9.7% | +29.6% | +23.2% |
| 6M | +55.3% | +10.0% | +45.3% | +50.1% |
| YTD | +53.3% | +43.0% | +10.3% | +35.7% |
| 1Y | +74.7% | +32.7% | +42.0% | +57.7% |
| All | +207.3% | +101.3% | +106.0% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling