+286.8%
SMH vs VFC
-27.2%
+314.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +4.3% | -2.3% | +6.7% | +4.8% |
| 30D | +0.9% | -13.4% | +14.2% | +3.4% |
| 3M | -2.8% | -23.7% | +20.9% | +1.4% |
| 6M | +45.6% | -24.5% | +70.1% | +51.8% |
| YTD | +59.5% | -27.8% | +87.3% | +67.1% |
| 1Y | +93.4% | -13.5% | +106.9% | +95.0% |
| All | +286.8% | -27.2% | +314.0% | +276.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling