+338.0%
SMH vs VLO
+619.0%
-281.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +4.3% | +6.2% | -1.9% | +3.0% |
| 30D | +0.9% | +23.5% | -22.6% | -3.4% |
| 3M | -2.8% | +53.9% | -56.7% | -11.4% |
| 6M | +45.6% | +81.7% | -36.0% | +26.5% |
| YTD | +59.5% | +142.5% | -83.0% | +28.0% |
| 1Y | +93.4% | +145.4% | -52.0% | +54.4% |
| 3Y | +287.1% | +197.3% | +89.8% | +186.3% |
| 5Y | +338.0% | +614.6% | -276.5% | +169.1% |
| All | +338.0% | +619.0% | -281.0% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling