+324.2%
SMH vs VMC
+47.2%
+276.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | +1.4% | -3.7% | +5.1% | +3.6% |
| 30D | -2.2% | -12.8% | +10.6% | +5.7% |
| 3M | -1.9% | -7.9% | +6.1% | +1.5% |
| 6M | +41.0% | -7.5% | +48.5% | +44.7% |
| YTD | +55.6% | -11.6% | +67.2% | +62.4% |
| 1Y | +86.8% | -14.3% | +101.1% | +98.3% |
| 3Y | +277.7% | +18.5% | +259.2% | +211.5% |
| 5Y | +324.2% | +46.8% | +277.4% | +195.4% |
| All | +324.2% | +47.2% | +276.9% | +195.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling