+96.2%
SMH vs STLA
-38.0%
+134.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | -0.5% | -1.2% | +0.8% | -0.3% |
| 3M | -9.6% | -24.8% | +15.1% | -5.2% |
| 6M | +42.1% | -25.6% | +67.6% | +48.4% |
| YTD | +57.4% | -48.9% | +106.4% | +71.1% |
| 1Y | +96.2% | -38.8% | +135.0% | +105.3% |
| All | +96.2% | -38.0% | +134.2% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling