+295.8%
SMH vs VLTO
+27.2%
+268.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | +2.5% | -2.3% | +4.8% | +3.3% |
| 30D | -0.5% | -0.9% | +0.4% | -0.3% |
| 3M | -9.6% | +13.8% | -23.5% | -15.1% |
| 6M | +42.1% | +2.0% | +40.1% | +40.4% |
| YTD | +57.4% | -3.2% | +60.6% | +59.3% |
| 1Y | +96.2% | -9.2% | +105.4% | +104.5% |
| All | +295.8% | +27.2% | +268.6% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling