+52.5%
SOXX vs STLA
-53.0%
+105.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -3.6% |
| 7D | -13.7% | -0.6% | -13.1% | -13.7% |
| 30D | -23.6% | +3.6% | -27.2% | -24.1% |
| 3M | -16.9% | -20.6% | +3.8% | -14.1% |
| 6M | -2.4% | -34.3% | +31.9% | +4.5% |
| YTD | +49.8% | -57.3% | +107.1% | +62.9% |
| 1Y | +52.5% | -52.6% | +105.2% | +57.4% |
| All | +52.5% | -53.0% | +105.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling