+4,101.9%
SOXX vs STLA
+245.5%
+3,856.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +3.0% | -3.8% | +6.9% | +4.1% |
| 30D | -3.1% | -3.1% | 0.0% | -2.6% |
| 3M | -4.4% | -19.6% | +15.2% | +1.0% |
| 6M | +52.9% | -23.5% | +76.4% | +63.4% |
| YTD | +72.0% | -51.5% | +123.5% | +104.4% |
| 1Y | +105.1% | -39.7% | +144.8% | +127.5% |
| 3Y | +220.6% | -66.3% | +286.9% | +307.2% |
| 5Y | +244.8% | -63.1% | +307.9% | +323.0% |
| 10Y | +1,537.1% | +48.5% | +1,488.7% | +1,438.2% |
| All | +4,101.9% | +245.5% | +3,856.4% | +3,733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling