+250.6%
SMH vs STLA
-72.6%
+323.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.5% | +8.3% | +6.1% |
| 7D | +0.5% | -11.6% | +12.1% | +5.2% |
| 30D | -14.2% | -6.2% | -8.1% | -12.7% |
| 3M | -11.5% | -24.6% | +13.1% | -3.2% |
| 6M | -12.0% | -44.9% | +32.9% | +8.2% |
| YTD | +40.8% | -62.3% | +103.0% | +95.0% |
| 1Y | +44.9% | -61.8% | +106.7% | +98.7% |
| 3Y | +226.7% | -75.3% | +302.1% | +412.2% |
| 5Y | +250.6% | -72.5% | +323.1% | +371.6% |
| All | +250.6% | -72.6% | +323.1% | +371.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling