+873.0%
SMH vs VRT
+1,936.0%
-1,063.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -1.6% |
| 7D | +4.9% | +10.5% | -5.6% | +1.0% |
| 30D | -13.8% | -9.3% | -4.5% | -11.3% |
| 3M | -17.4% | -29.6% | +12.2% | -7.2% |
| 6M | -15.0% | -45.4% | +30.4% | +3.7% |
| YTD | +35.2% | +24.8% | +10.3% | +20.5% |
| 1Y | +41.6% | +23.6% | +18.0% | +26.3% |
| 3Y | +215.6% | +379.7% | -164.0% | +64.9% |
| 5Y | +233.2% | +660.3% | -427.1% | +33.9% |
| All | +873.0% | +1,936.0% | -1,063.0% | +195.2% |
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