+1,537.1%
SOXX vs STRL
+7,221.5%
-5,684.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.3% |
| 7D | +1.4% | +5.0% | -3.7% | -0.1% |
| 30D | -3.6% | -6.9% | +3.3% | -1.7% |
| 3M | -10.2% | -39.1% | +28.9% | +2.6% |
| 6M | +54.2% | +21.5% | +32.7% | +39.8% |
| YTD | +75.2% | +66.9% | +8.3% | +44.6% |
| 1Y | +107.5% | +61.6% | +45.9% | +71.0% |
| 3Y | +226.8% | +560.0% | -333.2% | +74.5% |
| 5Y | +251.2% | +2,238.9% | -1,987.6% | +31.9% |
| All | +1,537.1% | +7,221.5% | -5,684.4% | +380.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling