+1,033.4%
SMH vs VRT
+2,725.9%
-1,692.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.7% | +1.0% |
| 7D | +2.5% | +9.1% | -6.6% | -0.8% |
| 30D | -0.5% | +0.9% | -1.4% | -1.0% |
| 3M | -9.6% | -13.4% | +3.7% | -5.5% |
| 6M | +42.1% | +11.7% | +30.4% | +34.6% |
| YTD | +57.4% | +73.2% | -15.8% | +25.9% |
| 1Y | +96.2% | +123.4% | -27.2% | +42.1% |
| 3Y | +267.9% | +606.2% | -338.2% | +68.5% |
| 5Y | +327.7% | +899.9% | -572.2% | +56.7% |
| All | +1,033.4% | +2,725.9% | -1,692.5% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling