+157.5%
STT vs IRM
+192.5%
-35.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +2.2% | +1.6% | +0.5% | +1.6% |
| 30D | +3.9% | -4.2% | +8.1% | +5.4% |
| 3M | +19.2% | -5.4% | +24.5% | +21.2% |
| 6M | +60.4% | +12.0% | +48.4% | +52.3% |
| YTD | +51.5% | +42.0% | +9.4% | +30.3% |
| 1Y | +76.3% | +29.9% | +46.4% | +56.2% |
| 3Y | +200.7% | +104.4% | +96.4% | +106.1% |
| 5Y | +157.5% | +191.0% | -33.5% | +52.8% |
| All | +157.5% | +192.5% | -35.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling