+243.5%
SMH vs VST
+645.9%
-402.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +12.1% | +19.2% | -7.1% | +5.1% |
| 30D | -14.7% | -17.2% | +2.5% | -9.1% |
| 3M | -14.2% | -8.1% | -6.1% | -12.3% |
| 6M | -10.6% | -8.1% | -2.5% | -8.8% |
| YTD | +39.3% | -16.3% | +55.6% | +44.5% |
| 1Y | +41.6% | -24.1% | +65.7% | +51.5% |
| 3Y | +223.4% | +300.2% | -76.9% | +66.9% |
| 5Y | +243.5% | +645.9% | -402.4% | +32.4% |
| All | +243.5% | +645.9% | -402.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling