+1,475.7%
SMH vs VT
+221.8%
+1,253.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.5% |
| 7D | +4.9% | +2.4% | +2.6% | +1.2% |
| 30D | -13.8% | -1.5% | -12.3% | -11.0% |
| 3M | -17.4% | -4.1% | -13.3% | -10.8% |
| 6M | -15.0% | +0.6% | -15.5% | -13.5% |
| YTD | +35.2% | +11.0% | +24.1% | +18.9% |
| 1Y | +41.6% | +13.3% | +28.3% | +21.0% |
| 3Y | +215.6% | +73.4% | +142.2% | +49.8% |
| 5Y | +233.2% | +57.4% | +175.8% | +88.1% |
| All | +1,475.7% | +221.8% | +1,253.9% | +257.8% |
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