+243.5%
SMH vs VO
+37.2%
+206.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | +0.3% |
| 7D | +12.1% | +2.9% | +9.1% | +7.4% |
| 30D | -14.7% | +1.0% | -15.7% | -15.5% |
| 3M | -14.2% | -1.7% | -12.5% | -11.4% |
| 6M | -10.6% | +6.7% | -17.3% | -17.6% |
| YTD | +39.3% | +14.0% | +25.3% | +17.3% |
| 1Y | +41.6% | +13.7% | +27.9% | +19.7% |
| 3Y | +223.4% | +65.8% | +157.5% | +63.9% |
| 5Y | +243.5% | +36.6% | +206.9% | +132.4% |
| All | +243.5% | +37.2% | +206.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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