+300.9%
SMH vs VLTO
+25.1%
+275.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +4.3% | -2.6% | +6.9% | +5.2% |
| 30D | +0.9% | -2.5% | +3.3% | +1.6% |
| 3M | -2.8% | +10.1% | -12.9% | -7.4% |
| 6M | +45.6% | +1.0% | +44.6% | +44.1% |
| YTD | +59.5% | -4.8% | +64.3% | +62.2% |
| 1Y | +93.4% | -9.3% | +102.8% | +101.1% |
| All | +300.9% | +25.1% | +275.8% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling