+1,789.8%
SMH vs VFC
-70.4%
+1,860.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -2.2% | -14.0% | +11.8% | +2.0% |
| 3M | -1.9% | -22.6% | +20.7% | +4.5% |
| 6M | +41.0% | -24.7% | +65.7% | +50.6% |
| YTD | +55.6% | -29.0% | +84.5% | +68.1% |
| 1Y | +86.8% | -13.8% | +100.6% | +88.3% |
| 3Y | +277.7% | -28.2% | +305.9% | +253.5% |
| 5Y | +324.2% | -79.0% | +403.2% | +547.9% |
| All | +1,789.8% | -70.4% | +1,860.2% | +2,549.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling