+1,253.2%
SMH vs STRL
+40,867.6%
-39,614.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.1% | +1.8% |
| 7D | +2.5% | +3.4% | -0.9% | +2.0% |
| 30D | -0.5% | -9.2% | +8.8% | +0.9% |
| 3M | -9.6% | -51.0% | +41.4% | -0.2% |
| 6M | +42.1% | +15.8% | +26.3% | +36.3% |
| YTD | +57.4% | +58.9% | -1.4% | +44.3% |
| 1Y | +96.2% | +68.5% | +27.7% | +77.6% |
| 3Y | +267.9% | +485.2% | -217.3% | +178.2% |
| 5Y | +327.7% | +2,005.1% | -1,677.4% | +175.4% |
| 10Y | +1,764.6% | +7,118.0% | -5,353.3% | +917.3% |
| All | +1,253.2% | +40,867.6% | -39,614.4% | +641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling