+220.8%
SOXX vs STRL
+513.3%
-292.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.1% |
| 7D | +3.0% | +5.4% | -2.4% | +1.3% |
| 30D | -3.1% | -9.0% | +5.9% | -0.3% |
| 3M | -4.4% | -37.1% | +32.7% | +10.0% |
| 6M | +52.9% | +17.8% | +35.1% | +38.1% |
| YTD | +72.0% | +58.3% | +13.7% | +39.8% |
| 1Y | +105.1% | +61.0% | +44.1% | +63.4% |
| All | +220.8% | +513.3% | -292.5% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling