+1,036.5%
SMH vs VRT
+2,489.5%
-1,453.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.2% |
| 7D | +0.3% | -8.4% | +8.6% | +3.2% |
| 30D | -2.8% | -10.9% | +8.1% | +1.0% |
| 3M | -6.7% | -13.7% | +7.0% | -2.7% |
| 6M | +41.8% | -4.1% | +45.9% | +41.6% |
| YTD | +57.9% | +58.7% | -0.9% | +30.0% |
| 1Y | +87.6% | +89.6% | -2.0% | +44.0% |
| 3Y | +282.9% | +558.1% | -275.2% | +79.6% |
| 5Y | +330.4% | +953.0% | -622.5% | +54.6% |
| All | +1,036.5% | +2,489.5% | -1,453.0% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 10y: compounded portfolio wealth divided by compounded VRT 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…
10y analysis · Full analysis span regression · 6 months rolling