+7,282.2%
STRL vs IBB
+129.6%
+7,152.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.3% |
| 7D | +3.4% | +1.4% | +2.0% | +2.4% |
| 30D | -9.2% | +10.5% | -19.7% | -15.5% |
| 3M | -51.0% | +23.6% | -74.7% | -58.0% |
| 6M | +15.8% | +22.6% | -6.9% | +0.5% |
| YTD | +58.9% | +25.7% | +33.2% | +35.6% |
| 1Y | +68.5% | +51.4% | +17.1% | +27.9% |
| 3Y | +485.2% | +64.4% | +420.8% | +318.7% |
| 5Y | +2,005.1% | +22.1% | +1,983.0% | +1,683.3% |
| All | +7,282.2% | +129.6% | +7,152.6% | +4,253.6% |
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