+487.9%
STT vs IBB
+560.8%
-72.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.8% |
| 7D | +0.5% | +1.4% | -0.9% | -0.5% |
| 30D | +3.9% | +10.5% | -6.6% | -3.6% |
| 3M | +20.0% | +23.6% | -3.7% | +2.8% |
| 6M | +55.3% | +22.6% | +32.7% | +33.2% |
| YTD | +53.3% | +25.7% | +27.7% | +29.0% |
| 1Y | +74.7% | +51.4% | +23.3% | +28.7% |
| 3Y | +205.8% | +64.4% | +141.5% | +109.8% |
| 5Y | +145.0% | +22.1% | +122.9% | +103.8% |
| 10Y | +266.0% | +132.5% | +133.5% | +83.7% |
| All | +487.9% | +560.8% | -72.9% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling