+1,061.7%
SMH vs VMC
+730.2%
+331.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +4.9% | -1.3% | +6.2% | +5.5% |
| 30D | -13.8% | +15.5% | -29.3% | -19.1% |
| 3M | -17.4% | +0.6% | -18.0% | -18.0% |
| 6M | -15.0% | +2.1% | -17.0% | -16.8% |
| YTD | +35.2% | -1.6% | +36.7% | +33.6% |
| 1Y | +41.6% | -1.2% | +42.8% | +39.7% |
| 3Y | +215.6% | +35.3% | +180.3% | +171.4% |
| 5Y | +233.2% | +43.6% | +189.6% | +179.7% |
| 10Y | +1,458.7% | +126.7% | +1,331.9% | +914.0% |
| All | +1,061.7% | +730.2% | +331.4% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling