+43.8%
SMH vs STRL
+26.8%
+17.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.1% | +1.2% |
| 7D | +2.5% | +3.4% | -0.9% | +1.7% |
| 30D | -0.5% | -9.2% | +8.8% | +1.8% |
| 3M | -9.6% | -51.0% | +41.4% | +4.3% |
| All | +43.8% | +26.8% | +17.0% | +35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling