+5,048.2%
SMH vs STLA
+263.8%
+4,784.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +2.5% | +2.6% | -0.1% | +1.8% |
| 30D | -0.5% | -1.2% | +0.8% | -0.4% |
| 3M | -9.6% | -24.8% | +15.1% | -3.0% |
| 6M | +42.1% | -25.6% | +67.6% | +52.5% |
| YTD | +57.4% | -48.9% | +106.4% | +83.3% |
| 1Y | +96.2% | -38.8% | +135.0% | +115.8% |
| 3Y | +267.9% | -64.5% | +332.5% | +355.2% |
| 5Y | +327.7% | -62.4% | +390.1% | +414.7% |
| 10Y | +1,764.6% | +55.4% | +1,709.2% | +1,621.9% |
| All | +5,048.2% | +263.8% | +4,784.4% | +4,492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling