+1,372.6%
SMH vs VST
+968.1%
+404.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.6% | -6.9% | +0.3% |
| 7D | -11.2% | -9.8% | -1.4% | -8.5% |
| 30D | -25.8% | -25.1% | -0.6% | -19.0% |
| 3M | -18.8% | -11.6% | -7.2% | -16.2% |
| 6M | -15.6% | -20.9% | +5.3% | -10.0% |
| YTD | +28.8% | -22.3% | +51.1% | +36.5% |
| 1Y | +32.6% | -32.0% | +64.6% | +45.9% |
| 3Y | +213.6% | +262.4% | -48.8% | +98.5% |
| 5Y | +222.4% | +563.4% | -340.9% | +71.1% |
| 10Y | +1,429.6% | +1,120.7% | +309.0% | +592.4% |
| All | +1,372.6% | +968.1% | +404.5% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling