+2,575.4%
SOXX vs STRL
+65,920.0%
-63,344.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +6.1% | +8.2% | -2.1% | +4.7% |
| 30D | +0.5% | -6.3% | +6.8% | +1.6% |
| 3M | -5.3% | -41.2% | +35.9% | +3.2% |
| 6M | +58.3% | +20.4% | +38.0% | +50.8% |
| YTD | +76.8% | +61.7% | +15.2% | +60.4% |
| 1Y | +114.6% | +72.7% | +41.9% | +91.8% |
| 3Y | +229.6% | +530.9% | -301.3% | +136.9% |
| 5Y | +257.3% | +2,125.4% | -1,868.1% | +113.2% |
| 10Y | +1,583.2% | +7,301.3% | -5,718.1% | +724.6% |
| All | +2,575.4% | +65,920.0% | -63,344.6% | +1,071.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling