+201.0%
STT vs IBB
+139.6%
+61.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.5% |
| 7D | +0.9% | +2.7% | -1.8% | -0.7% |
| 30D | -2.3% | +6.3% | -8.7% | -6.0% |
| 3M | -7.0% | +11.1% | -18.0% | -13.5% |
| 6M | +15.5% | +29.2% | -13.7% | -2.8% |
| YTD | +35.6% | +30.2% | +5.4% | +13.0% |
| 1Y | +47.9% | +39.5% | +8.4% | +17.7% |
| 3Y | +181.1% | +92.3% | +88.7% | +79.1% |
| 5Y | +108.2% | +43.0% | +65.2% | +58.3% |
| 10Y | +201.0% | +137.1% | +63.9% | +58.5% |
| All | +201.0% | +139.6% | +61.4% | +58.5% |
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 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