+215.6%
SMH vs VMC
+35.0%
+180.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +4.9% | -1.3% | +6.2% | +5.5% |
| 30D | -13.8% | +15.5% | -29.3% | -19.3% |
| 3M | -17.4% | +0.6% | -18.0% | -17.8% |
| 6M | -15.0% | +2.1% | -17.0% | -17.1% |
| YTD | +35.2% | -1.6% | +36.7% | +32.3% |
| 1Y | +41.6% | -1.2% | +42.8% | +38.3% |
| 3Y | +215.6% | +35.3% | +180.3% | +152.3% |
| All | +215.6% | +35.0% | +180.7% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling