+1,524.2%
SMH vs STLA
-3.1%
+1,527.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +1.2% |
| 7D | +12.1% | -13.1% | +25.1% | +17.8% |
| 30D | -14.7% | -13.3% | -1.4% | -10.6% |
| 3M | -14.2% | -27.9% | +13.6% | -4.6% |
| 6M | -10.6% | -47.8% | +37.2% | +12.1% |
| YTD | +39.3% | -64.6% | +103.9% | +96.8% |
| 1Y | +41.6% | -64.0% | +105.6% | +97.8% |
| 3Y | +223.4% | -76.8% | +300.2% | +412.7% |
| 5Y | +243.5% | -74.2% | +317.6% | +403.5% |
| All | +1,524.2% | -3.1% | +1,527.3% | +1,478.6% |
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