+1,524.2%
SMH vs V
+450.9%
+1,073.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | +12.1% | -0.4% | +12.4% | +12.3% |
| 30D | -14.7% | +6.3% | -21.0% | -18.4% |
| 3M | -14.2% | +17.2% | -31.4% | -23.6% |
| 6M | -10.6% | +29.2% | -39.8% | -26.9% |
| YTD | +39.3% | +20.8% | +18.5% | +18.5% |
| 1Y | +41.6% | +25.0% | +16.6% | +17.0% |
| 3Y | +223.4% | +75.3% | +148.1% | +102.2% |
| 5Y | +243.5% | +105.8% | +137.6% | +88.8% |
| All | +1,524.2% | +450.9% | +1,073.2% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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