+1,269.2%
SMH vs VMC
+668.2%
+601.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | +5.2% | -0.5% | +5.8% | +5.4% |
| 30D | -1.5% | -9.1% | +7.6% | +2.3% |
| 3M | -4.1% | -4.1% | +0.1% | -3.1% |
| 6M | +50.8% | -5.5% | +56.3% | +52.9% |
| YTD | +59.3% | -8.9% | +68.2% | +63.3% |
| 1Y | +94.1% | -12.9% | +107.0% | +102.5% |
| 3Y | +286.7% | +22.1% | +264.6% | +248.3% |
| 5Y | +339.4% | +52.7% | +286.7% | +261.4% |
| 10Y | +1,803.3% | +152.7% | +1,650.5% | +1,083.5% |
| All | +1,269.2% | +668.2% | +601.0% | +208.0% |
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