+240.2%
SMH vs VLTO
+56.1%
+184.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.2% | +4.9% |
| 7D | -4.1% | +2.0% | -6.2% | -4.5% |
| 30D | -19.2% | +21.8% | -41.0% | -23.6% |
| 3M | -16.4% | +20.2% | -36.6% | -20.6% |
| 6M | -14.0% | +36.3% | -50.3% | -22.9% |
| YTD | +35.3% | +18.8% | +16.5% | +29.2% |
| 1Y | +40.4% | +20.4% | +20.0% | +32.7% |
| 3Y | +226.8% | +71.9% | +154.9% | +178.1% |
| All | +240.2% | +56.1% | +184.1% | +197.6% |
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