+154.5%
SO vs IBB
+129.6%
+24.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -4.6% | +10.5% | -15.1% | -7.0% |
| 3M | -3.0% | +23.6% | -26.7% | -8.3% |
| 6M | -8.3% | +22.6% | -30.9% | -13.2% |
| YTD | +3.5% | +25.7% | -22.1% | -2.8% |
| 1Y | -0.9% | +51.4% | -52.3% | -11.7% |
| 3Y | +45.4% | +64.4% | -19.0% | +25.2% |
| 5Y | +59.6% | +22.1% | +37.5% | +48.5% |
| All | +154.5% | +129.6% | +24.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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