+1,789.8%
SMH vs STLA
+51.6%
+1,738.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +1.4% | -3.8% | +5.2% | +2.8% |
| 30D | -2.2% | -3.1% | +0.9% | -1.5% |
| 3M | -1.9% | -19.6% | +17.8% | +5.7% |
| 6M | +41.0% | -23.5% | +64.5% | +54.1% |
| YTD | +55.6% | -51.5% | +107.1% | +96.8% |
| 1Y | +86.8% | -39.7% | +126.5% | +113.3% |
| 3Y | +277.7% | -66.3% | +344.0% | +419.5% |
| 5Y | +324.2% | -63.1% | +387.3% | +447.3% |
| All | +1,789.8% | +51.6% | +1,738.1% | +1,586.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling