+1,237.1%
SMH vs VTRS
+82.3%
+1,154.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -2.2% | +1.4% | -3.6% | -2.6% |
| 3M | -1.9% | +4.6% | -6.5% | -3.6% |
| 6M | +41.0% | +18.1% | +22.9% | +33.5% |
| YTD | +55.6% | +34.7% | +20.9% | +41.6% |
| 1Y | +86.8% | +65.6% | +21.2% | +60.0% |
| 3Y | +277.7% | +83.8% | +193.9% | +206.8% |
| 5Y | +324.2% | +46.5% | +277.7% | +258.3% |
| 10Y | +1,828.6% | -48.6% | +1,877.2% | +1,893.7% |
| All | +1,237.1% | +82.3% | +1,154.8% | +766.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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