+1,789.8%
SMH vs VLO
+933.4%
+856.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | +1.4% | +4.0% | -2.6% | +0.4% |
| 30D | -2.2% | +19.0% | -21.2% | -6.6% |
| 3M | -1.9% | +50.0% | -51.8% | -12.3% |
| 6M | +41.0% | +79.1% | -38.1% | +18.8% |
| YTD | +55.6% | +140.3% | -84.7% | +19.9% |
| 1Y | +86.8% | +148.3% | -61.5% | +42.2% |
| 3Y | +277.7% | +194.6% | +83.0% | +167.4% |
| 5Y | +324.2% | +609.6% | -285.4% | +123.6% |
| All | +1,789.8% | +933.4% | +856.4% | +811.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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