+1,524.2%
SMH vs VCIT
+31.2%
+1,492.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.2% |
| 7D | +12.1% | -1.4% | +13.5% | +13.9% |
| 30D | -14.7% | +0.8% | -15.5% | -15.7% |
| 3M | -14.2% | -1.7% | -12.5% | -12.5% |
| 6M | -10.6% | -2.1% | -8.5% | -8.3% |
| YTD | +39.3% | -2.0% | +41.3% | +43.1% |
| 1Y | +41.6% | -1.5% | +43.0% | +44.5% |
| 3Y | +223.4% | +19.0% | +204.4% | +166.0% |
| 5Y | +243.5% | +3.8% | +239.7% | +221.5% |
| All | +1,524.2% | +31.2% | +1,492.9% | +1,424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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