+4,551.5%
SMH vs V
+2,773.8%
+1,777.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.1% |
| 7D | +2.5% | -1.7% | +4.2% | +3.5% |
| 30D | -0.5% | +2.0% | -2.4% | -1.8% |
| 3M | -9.6% | +17.4% | -27.0% | -18.3% |
| 6M | +42.1% | +17.5% | +24.6% | +27.5% |
| YTD | +57.4% | +7.6% | +49.9% | +48.0% |
| 1Y | +96.2% | +7.7% | +88.5% | +83.3% |
| 3Y | +267.9% | +54.7% | +213.3% | +178.1% |
| 5Y | +327.7% | +73.0% | +254.6% | +202.6% |
| 10Y | +1,764.6% | +390.9% | +1,373.8% | +696.4% |
| All | +4,551.5% | +2,773.8% | +1,777.7% | +744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling