-15.0%
SMH vs VLO
+54.4%
-69.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.0% |
| 7D | +4.9% | +9.6% | -4.7% | +4.6% |
| 30D | -13.8% | -17.4% | +3.6% | -15.2% |
| 3M | -17.4% | +10.8% | -28.1% | -17.2% |
| 6M | -15.0% | +56.9% | -71.9% | -11.3% |
| All | -15.0% | +54.4% | -69.4% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling