+286.7%
SMH vs STLA
-65.4%
+352.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +2.0% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | -1.5% | -2.4% | +0.8% | -1.2% |
| 3M | -4.1% | -23.9% | +19.8% | +3.2% |
| 6M | +50.8% | -24.6% | +75.4% | +62.2% |
| YTD | +59.3% | -50.5% | +109.8% | +89.9% |
| 1Y | +94.1% | -39.8% | +133.9% | +113.5% |
| 3Y | +286.7% | -65.6% | +352.3% | +392.1% |
| All | +286.7% | -65.4% | +352.1% | +392.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling