+239.2%
STRL vs IBB
+78.6%
+160.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.2% |
| 7D | -26.9% | -1.8% | -25.1% | -25.9% |
| 30D | -52.7% | +5.1% | -57.7% | -54.3% |
| 3M | -52.8% | +10.7% | -63.6% | -56.8% |
| 6M | -71.5% | +22.9% | -94.4% | -76.3% |
| YTD | -17.4% | +26.7% | -44.1% | -32.8% |
| 1Y | -35.0% | +35.1% | -70.1% | -49.4% |
| 3Y | +239.2% | +80.2% | +159.0% | +129.5% |
| All | +239.2% | +78.6% | +160.6% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling