+41.6%
SMH vs VLO
+117.8%
-76.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.9% |
| 7D | +4.9% | +9.6% | -4.7% | +5.3% |
| 30D | -13.8% | -17.4% | +3.6% | -15.5% |
| 3M | -17.4% | +10.8% | -28.1% | -16.5% |
| 6M | -15.0% | +56.9% | -71.9% | -10.4% |
| YTD | +35.2% | +136.8% | -101.6% | +36.6% |
| 1Y | +41.6% | +120.7% | -79.1% | +45.9% |
| All | +41.6% | +117.8% | -76.2% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling