+1,876.8%
SMH vs STRL
+7,055.3%
-5,178.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +4.3% | +8.2% | -3.9% | +2.1% |
| 30D | +0.9% | -6.3% | +7.2% | +2.5% |
| 3M | -2.8% | -41.2% | +38.4% | +10.9% |
| 6M | +45.6% | +20.4% | +25.3% | +31.4% |
| YTD | +59.5% | +61.7% | -2.2% | +32.0% |
| 1Y | +93.4% | +72.7% | +20.7% | +55.3% |
| 3Y | +287.1% | +530.9% | -243.8% | +110.7% |
| 5Y | +338.0% | +2,125.4% | -1,787.3% | +69.8% |
| 10Y | +1,876.8% | +7,301.3% | -5,424.5% | +495.7% |
| All | +1,876.8% | +7,055.3% | -5,178.5% | +495.7% |
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