+1,817.6%
SMH vs VMC
+156.6%
+1,661.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +0.3% | -3.8% | +4.0% | +1.9% |
| 30D | -2.8% | -9.7% | +6.9% | +1.5% |
| 3M | -6.7% | -9.6% | +2.9% | -3.4% |
| 6M | +41.8% | -4.8% | +46.6% | +43.2% |
| YTD | +57.9% | -10.9% | +68.7% | +63.3% |
| 1Y | +87.6% | -15.6% | +103.2% | +98.7% |
| 3Y | +282.9% | +19.3% | +263.6% | +244.9% |
| 5Y | +330.4% | +48.0% | +282.4% | +253.4% |
| All | +1,817.6% | +156.6% | +1,661.0% | +1,186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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