+168.1%
STT vs IBB
+78.6%
+89.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -2.5% | -1.8% | -0.7% | -1.6% |
| 30D | -5.0% | +5.1% | -10.0% | -7.1% |
| 3M | -10.5% | +10.7% | -21.2% | -15.3% |
| 6M | +10.0% | +22.9% | -12.9% | -1.8% |
| YTD | +30.7% | +26.7% | +4.0% | +14.3% |
| 1Y | +43.8% | +35.1% | +8.7% | +20.9% |
| 3Y | +168.1% | +80.2% | +87.9% | +87.8% |
| All | +168.1% | +78.6% | +89.5% | +87.8% |
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