+1,817.6%
SMH vs VWO
+117.1%
+1,700.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.6% |
| 7D | +0.3% | -1.8% | +2.0% | +2.5% |
| 30D | -2.8% | -0.1% | -2.7% | -2.6% |
| 3M | -6.7% | +2.2% | -9.0% | -8.3% |
| 6M | +41.8% | +8.8% | +33.0% | +30.6% |
| YTD | +57.9% | +12.4% | +45.5% | +40.3% |
| 1Y | +87.6% | +15.6% | +72.1% | +62.1% |
| 3Y | +282.9% | +62.5% | +220.4% | +126.4% |
| 5Y | +330.4% | +34.3% | +296.1% | +218.4% |
| All | +1,817.6% | +117.1% | +1,700.5% | +862.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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