+215.6%
SMH vs VLO
+236.1%
-20.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | +4.9% | +9.6% | -4.7% | +3.2% |
| 30D | -13.8% | -17.4% | +3.6% | -11.2% |
| 3M | -17.4% | +10.8% | -28.1% | -19.5% |
| 6M | -15.0% | +56.9% | -71.9% | -23.0% |
| YTD | +35.2% | +136.8% | -101.6% | +6.6% |
| 1Y | +41.6% | +120.7% | -79.1% | +14.2% |
| 3Y | +215.6% | +231.9% | -16.3% | +116.5% |
| All | +215.6% | +236.1% | -20.5% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling