+87.6%
SMH vs VSXY
+184.3%
-96.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -2.8% | -18.7% | +15.9% | -0.3% |
| 3M | -6.7% | -4.0% | -2.7% | -6.9% |
| 6M | +41.8% | +67.5% | -25.7% | +28.2% |
| YTD | +57.9% | +39.7% | +18.2% | +44.7% |
| 1Y | +87.6% | +180.0% | -92.3% | +41.4% |
| All | +87.6% | +184.3% | -96.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling