+226.8%
SMH vs VRT
+398.5%
-171.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.6% | -4.6% | +1.0% |
| 7D | -4.1% | -10.6% | +6.5% | +0.1% |
| 30D | -19.2% | -17.4% | -1.8% | -13.3% |
| 3M | -16.4% | -26.4% | +10.0% | -6.4% |
| 6M | -14.0% | -41.0% | +27.0% | +4.3% |
| YTD | +35.3% | +23.8% | +11.5% | +18.2% |
| 1Y | +40.4% | +11.6% | +28.8% | +27.5% |
| 3Y | +226.8% | +403.5% | -176.7% | +35.4% |
| All | +226.8% | +398.5% | -171.7% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling