+1,385.0%
SMH vs VT
+215.5%
+1,169.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | -11.2% | -2.3% | -8.9% | -7.5% |
| 30D | -25.8% | -5.0% | -20.8% | -19.0% |
| 3M | -18.8% | -4.9% | -13.9% | -11.4% |
| 6M | -15.6% | -1.5% | -14.1% | -11.3% |
| YTD | +28.8% | +8.5% | +20.3% | +17.5% |
| 1Y | +32.6% | +11.4% | +21.2% | +16.4% |
| 3Y | +213.6% | +70.1% | +143.6% | +53.5% |
| 5Y | +222.4% | +53.7% | +168.7% | +88.9% |
| All | +1,385.0% | +215.5% | +1,169.5% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling