+1,475.7%
SMH vs STLA
-4.1%
+1,479.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.6% |
| 7D | +4.9% | -13.8% | +18.7% | +10.7% |
| 30D | -13.8% | -10.5% | -3.3% | -10.8% |
| 3M | -17.4% | -28.9% | +11.5% | -7.6% |
| 6M | -15.0% | -49.7% | +34.8% | +8.2% |
| YTD | +35.2% | -64.9% | +100.1% | +91.7% |
| 1Y | +41.6% | -64.0% | +105.6% | +97.9% |
| 3Y | +215.6% | -77.4% | +293.1% | +405.9% |
| 5Y | +233.2% | -74.4% | +307.7% | +390.4% |
| All | +1,475.7% | -4.1% | +1,479.8% | +1,437.6% |
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