+327.2%
SMH vs VSXY
+22.6%
+304.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.9% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -2.8% | -18.7% | +15.9% | +0.5% |
| 3M | -6.7% | -4.0% | -2.7% | -6.8% |
| 6M | +41.8% | +67.5% | -25.7% | +25.3% |
| YTD | +57.9% | +39.7% | +18.2% | +43.1% |
| 1Y | +87.6% | +180.0% | -92.3% | +47.2% |
| 3Y | +282.9% | +337.3% | -54.3% | +146.5% |
| All | +327.2% | +22.6% | +304.6% | +276.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling