+1,097.4%
SMH vs STRL
+25,297.9%
-24,200.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +12.1% | +23.4% | -11.4% | +8.5% |
| 30D | -14.7% | -39.5% | +24.8% | -8.4% |
| 3M | -14.2% | -45.1% | +30.8% | -6.8% |
| 6M | -10.6% | -64.6% | +54.0% | +3.0% |
| YTD | +39.3% | -1.5% | +40.8% | +36.4% |
| 1Y | +41.6% | -20.8% | +62.3% | +42.5% |
| 3Y | +223.4% | +353.1% | -129.8% | +155.1% |
| 5Y | +243.5% | +942.9% | -699.4% | +142.4% |
| 10Y | +1,506.6% | +3,847.6% | -2,341.0% | +849.1% |
| All | +1,097.4% | +25,297.9% | -24,200.5% | +601.1% |
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