+1,269.2%
SMH vs VFC
+276.5%
+992.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.0% | +1.9% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | -1.5% | -11.9% | +10.4% | +2.9% |
| 3M | -4.1% | -20.2% | +16.1% | +2.6% |
| 6M | +50.8% | -23.0% | +73.7% | +62.3% |
| YTD | +59.3% | -26.2% | +85.5% | +73.0% |
| 1Y | +94.1% | -13.3% | +107.4% | +95.2% |
| 3Y | +286.7% | -25.5% | +312.2% | +244.8% |
| 5Y | +339.4% | -78.1% | +417.5% | +554.6% |
| 10Y | +1,803.3% | -68.8% | +1,872.1% | +2,104.9% |
| All | +1,269.2% | +276.5% | +992.8% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling