-20.3%
STRL vs IBB
+36.8%
-57.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.6% |
| 7D | +7.1% | -1.4% | +8.5% | +8.6% |
| 30D | -39.4% | +6.8% | -46.2% | -41.7% |
| 3M | -43.0% | +9.2% | -52.2% | -47.0% |
| 6M | -65.0% | +28.3% | -93.3% | -73.8% |
| YTD | -0.8% | +29.4% | -30.1% | -25.7% |
| 1Y | -20.3% | +33.2% | -53.5% | -43.3% |
| All | -20.3% | +36.8% | -57.1% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling