+233.7%
SMH vs VLO
+476.5%
-242.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | +4.9% | +9.6% | -4.7% | +3.0% |
| 30D | -13.8% | -17.4% | +3.6% | -10.7% |
| 3M | -17.4% | +10.8% | -28.1% | -19.6% |
| 6M | -15.0% | +56.9% | -71.9% | -23.5% |
| YTD | +35.2% | +136.8% | -101.6% | +8.1% |
| 1Y | +41.6% | +120.7% | -79.1% | +15.3% |
| 3Y | +215.6% | +231.9% | -16.3% | +125.7% |
| All | +233.7% | +476.5% | -242.9% | +109.4% |
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