+1,253.2%
SMH vs VFC
+283.6%
+969.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.8% |
| 7D | +2.5% | -1.6% | +4.1% | +3.1% |
| 30D | -0.5% | -11.6% | +11.2% | +3.9% |
| 3M | -9.6% | -18.1% | +8.5% | -4.2% |
| 6M | +42.1% | -27.4% | +69.4% | +56.3% |
| YTD | +57.4% | -24.8% | +82.3% | +69.9% |
| 1Y | +96.2% | -8.2% | +104.4% | +93.3% |
| 3Y | +267.9% | -29.1% | +297.0% | +235.9% |
| 5Y | +327.7% | -79.2% | +406.8% | +552.1% |
| 10Y | +1,764.6% | -68.1% | +1,832.7% | +2,042.3% |
| All | +1,253.2% | +283.6% | +969.6% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling