+5,230.5%
SMH vs VCLT
+103.3%
+5,127.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -1.5% | -0.6% | -1.0% | -1.4% |
| 3M | -4.1% | -2.2% | -1.8% | -3.4% |
| 6M | +50.8% | -2.9% | +53.6% | +52.2% |
| YTD | +59.3% | -2.1% | +61.4% | +60.5% |
| 1Y | +94.1% | -2.6% | +96.7% | +95.8% |
| 3Y | +286.7% | +12.5% | +274.2% | +275.9% |
| 5Y | +339.4% | -15.3% | +354.7% | +335.9% |
| 10Y | +1,803.3% | +16.6% | +1,786.6% | +1,896.1% |
| All | +5,230.5% | +103.3% | +5,127.2% | +8,254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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