+233.7%
SMH vs VFC
-68.3%
+302.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.7% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | -13.8% | +25.5% | -39.3% | -18.4% |
| 3M | -17.4% | +41.3% | -58.7% | -24.2% |
| 6M | -15.0% | +22.2% | -37.2% | -19.9% |
| YTD | +35.2% | +16.4% | +18.8% | +27.9% |
| 1Y | +41.6% | +38.4% | +3.2% | +28.1% |
| 3Y | +215.6% | +56.2% | +159.4% | +149.2% |
| All | +233.7% | -68.3% | +302.0% | +491.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling