+41.6%
SMH vs VLTO
+21.9%
+19.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -2.8% |
| 7D | +4.9% | +1.0% | +3.9% | +5.2% |
| 30D | -13.8% | +17.5% | -31.3% | -9.5% |
| 3M | -17.4% | +21.4% | -38.8% | -12.7% |
| 6M | -15.0% | +38.1% | -53.1% | -10.0% |
| YTD | +35.2% | +19.0% | +16.1% | +47.9% |
| 1Y | +41.6% | +20.7% | +20.9% | +55.4% |
| All | +41.6% | +21.9% | +19.7% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling