+360.6%
SMH vs VSXY
+37.7%
+322.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.7% |
| 7D | +4.3% | -10.7% | +15.0% | +6.1% |
| 30D | +0.9% | -24.3% | +25.1% | +5.3% |
| 3M | -2.8% | +1.0% | -3.8% | -3.7% |
| 6M | +45.6% | +57.4% | -11.7% | +31.1% |
| YTD | +59.5% | +39.8% | +19.7% | +45.5% |
| 1Y | +93.4% | +196.5% | -103.0% | +52.9% |
| 3Y | +287.1% | +357.2% | -70.1% | +157.7% |
| 5Y | +338.0% | +18.9% | +319.2% | +267.8% |
| All | +360.6% | +37.7% | +322.9% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling