+1,487.3%
SMH vs VST
+1,174.0%
+313.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.1% |
| 7D | -6.7% | -6.0% | -0.7% | -5.1% |
| 30D | -19.8% | -18.8% | -1.1% | -14.7% |
| 3M | -15.1% | -8.0% | -7.0% | -13.4% |
| 6M | -14.6% | -10.9% | -3.7% | -12.2% |
| YTD | +34.3% | -18.3% | +52.6% | +40.1% |
| 1Y | +35.2% | -29.9% | +65.1% | +47.5% |
| 3Y | +211.7% | +290.3% | -78.6% | +91.8% |
| 5Y | +240.5% | +635.3% | -394.8% | +74.2% |
| 10Y | +1,487.3% | +1,162.4% | +325.0% | +591.8% |
| All | +1,487.3% | +1,174.0% | +313.4% | +591.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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