+107.5%
SOXX vs STRL
+68.3%
+39.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.1% |
| 7D | +1.4% | +5.0% | -3.7% | -0.2% |
| 30D | -3.6% | -6.9% | +3.3% | -1.5% |
| 3M | -10.2% | -39.1% | +28.9% | +3.6% |
| 6M | +54.2% | +21.5% | +32.7% | +40.3% |
| YTD | +75.2% | +66.9% | +8.3% | +41.1% |
| 1Y | +107.5% | +61.6% | +45.9% | +67.6% |
| All | +107.5% | +68.3% | +39.2% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling