+338.0%
SMH vs STLA
-63.2%
+401.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +0.9% | -5.2% | +6.1% | +2.5% |
| 3M | -2.8% | -24.9% | +22.0% | +7.6% |
| 6M | +45.6% | -25.2% | +70.8% | +60.7% |
| YTD | +59.5% | -51.4% | +110.9% | +103.2% |
| 1Y | +93.4% | -40.7% | +134.1% | +121.5% |
| 3Y | +287.1% | -66.3% | +353.4% | +435.7% |
| 5Y | +338.0% | -63.2% | +401.3% | +437.0% |
| All | +338.0% | -63.2% | +401.2% | +437.0% |
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