+247.9%
SOXX vs STLA
-62.8%
+310.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.0% |
| 7D | +1.4% | -2.9% | +4.3% | +2.5% |
| 30D | -3.6% | +0.9% | -4.5% | -4.4% |
| 3M | -10.2% | -21.6% | +11.5% | -1.5% |
| 6M | +54.2% | -21.6% | +75.9% | +68.3% |
| YTD | +75.2% | -50.4% | +125.6% | +124.9% |
| 1Y | +107.5% | -43.6% | +151.1% | +147.1% |
| 3Y | +226.8% | -66.4% | +293.2% | +365.8% |
| All | +247.9% | -62.8% | +310.7% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling