+1,448.7%
SMH vs STRL
+3,877.5%
-2,428.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -6.7% | -19.8% | +13.1% | -1.6% |
| 30D | -19.8% | -43.6% | +23.7% | -6.9% |
| 3M | -15.1% | -45.2% | +30.1% | -1.0% |
| 6M | -14.6% | -65.7% | +51.1% | +11.7% |
| YTD | +34.3% | -5.4% | +39.7% | +27.0% |
| 1Y | +35.2% | -24.7% | +59.9% | +35.5% |
| 3Y | +211.7% | +335.0% | -123.3% | +85.7% |
| 5Y | +240.5% | +915.3% | -674.8% | +56.9% |
| All | +1,448.7% | +3,877.5% | -2,428.8% | +427.6% |
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