-10.6%
SMH vs VO
+6.6%
-17.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | +1.1% |
| 7D | +12.1% | +2.9% | +9.1% | +4.6% |
| 30D | -14.7% | +1.0% | -15.7% | -15.8% |
| 3M | -14.2% | -1.7% | -12.5% | -8.3% |
| 6M | -10.6% | +6.7% | -17.3% | -24.8% |
| All | -10.6% | +6.6% | -17.2% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling