+1,061.7%
SMH vs VLO
+11,468.5%
-10,406.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | +4.9% | +9.6% | -4.7% | +2.3% |
| 30D | -13.8% | -17.4% | +3.6% | -9.4% |
| 3M | -17.4% | +10.8% | -28.1% | -20.3% |
| 6M | -15.0% | +56.9% | -71.9% | -26.1% |
| YTD | +35.2% | +136.8% | -101.6% | +3.0% |
| 1Y | +41.6% | +120.7% | -79.1% | +10.0% |
| 3Y | +215.6% | +231.9% | -16.3% | +113.5% |
| 5Y | +233.2% | +479.0% | -245.8% | +84.6% |
| 10Y | +1,458.7% | +792.2% | +666.5% | +594.9% |
| All | +1,061.7% | +11,468.5% | -10,406.9% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling