+203.1%
STT vs IBB
+133.2%
+70.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.2% |
| 7D | +0.4% | -1.4% | +1.8% | +1.3% |
| 30D | -0.4% | +6.8% | -7.2% | -4.5% |
| 3M | -6.5% | +9.2% | -15.7% | -12.1% |
| 6M | +17.2% | +28.3% | -11.2% | -1.0% |
| YTD | +38.2% | +29.4% | +8.8% | +15.7% |
| 1Y | +49.3% | +33.2% | +16.1% | +22.5% |
| 3Y | +181.9% | +90.2% | +91.7% | +80.9% |
| 5Y | +106.9% | +44.0% | +62.9% | +56.7% |
| 10Y | +203.1% | +133.1% | +70.0% | +60.3% |
| All | +203.1% | +133.2% | +70.0% | +60.3% |
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 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