+1,523.4%
SMH vs STRL
+4,073.8%
-2,550.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +3.4% |
| 7D | +0.5% | +7.1% | -6.6% | -1.4% |
| 30D | -14.2% | -39.4% | +25.2% | -2.3% |
| 3M | -11.5% | -43.0% | +31.5% | +2.0% |
| 6M | -12.0% | -65.0% | +53.0% | +14.4% |
| YTD | +40.8% | -0.8% | +41.5% | +31.4% |
| 1Y | +44.9% | -20.3% | +65.2% | +42.9% |
| 3Y | +226.7% | +356.5% | -129.8% | +92.1% |
| 5Y | +250.6% | +952.8% | -702.3% | +59.8% |
| 10Y | +1,523.4% | +3,877.1% | -2,353.7% | +445.7% |
| All | +1,523.4% | +4,073.8% | -2,550.4% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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