+223.9%
SMH vs VLTO
+54.8%
+169.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.5% |
| 7D | -11.2% | +5.4% | -16.6% | -12.3% |
| 30D | -25.8% | +22.3% | -48.1% | -29.9% |
| 3M | -18.8% | +19.6% | -38.4% | -22.9% |
| 6M | -15.6% | +35.2% | -50.8% | -24.3% |
| YTD | +28.8% | +17.9% | +11.0% | +23.2% |
| 1Y | +32.6% | +19.5% | +13.0% | +25.4% |
| 3Y | +213.6% | +73.9% | +139.7% | +165.8% |
| All | +223.9% | +54.8% | +169.0% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling