+1,475.7%
SMH vs V
+458.1%
+1,017.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.2% |
| 30D | -13.8% | +9.0% | -22.8% | -18.9% |
| 3M | -17.4% | +16.7% | -34.1% | -26.2% |
| 6M | -15.0% | +33.4% | -48.4% | -32.0% |
| YTD | +35.2% | +22.4% | +12.8% | +14.0% |
| 1Y | +41.6% | +27.7% | +13.9% | +15.3% |
| 3Y | +215.6% | +78.0% | +137.6% | +95.3% |
| 5Y | +233.2% | +108.5% | +124.7% | +81.5% |
| All | +1,475.7% | +458.1% | +1,017.6% | +301.8% |
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