+1,253.2%
SMH vs VLO
+11,191.1%
-9,937.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +5.2% | -2.7% | +1.1% |
| 30D | -0.5% | +22.6% | -23.1% | -6.1% |
| 3M | -9.6% | +43.8% | -53.4% | -18.8% |
| 6M | +42.1% | +65.7% | -23.7% | +21.3% |
| YTD | +57.4% | +131.1% | -73.7% | +21.5% |
| 1Y | +96.2% | +143.6% | -47.4% | +48.7% |
| 3Y | +267.9% | +201.4% | +66.5% | +156.6% |
| 5Y | +327.7% | +568.9% | -241.2% | +127.9% |
| 10Y | +1,764.6% | +891.8% | +872.8% | +709.1% |
| All | +1,253.2% | +11,191.1% | -9,937.9% | +153.9% |
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